-32.6%
MOD vs ITOT
+14.7%
-47.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +1.5% | -23.0% | -25.9% |
| 7D | -31.3% | -0.7% | -30.7% | -30.5% |
| 30D | -46.1% | -1.1% | -45.0% | -44.4% |
| 3M | -51.1% | -0.8% | -50.3% | -49.8% |
| 6M | -62.1% | +7.0% | -69.0% | -68.1% |
| YTD | -26.2% | +13.3% | -39.5% | -47.5% |
| 1Y | -32.6% | +14.8% | -47.4% | -52.9% |
| All | -32.6% | +14.7% | -47.2% | -52.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ITOT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling