+1,520.5%
MOD vs ITOT
+292.7%
+1,227.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -0.3% |
| 7D | +6.3% | +0.7% | +5.7% | +5.3% |
| 30D | -1.7% | -1.1% | -0.6% | +0.1% |
| 3M | -30.1% | +3.9% | -34.0% | -33.4% |
| 6M | +2.7% | +14.7% | -12.0% | -14.6% |
| YTD | +44.1% | +13.3% | +30.7% | +22.4% |
| 1Y | +38.7% | +19.1% | +19.6% | +10.9% |
| 3Y | +309.8% | +77.3% | +232.4% | +105.4% |
| 5Y | +1,569.7% | +74.1% | +1,495.6% | +765.8% |
| 10Y | +1,520.5% | +293.1% | +1,227.3% | +158.5% |
| All | +1,520.5% | +292.7% | +1,227.7% | +158.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling