+34.3%
MOD vs ITOT
+18.5%
+15.8%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.8% | -1.8% |
| 7D | +3.6% | -0.4% | +4.0% | +4.7% |
| 30D | -2.6% | -1.6% | -1.1% | +2.0% |
| 3M | -33.1% | +3.5% | -36.7% | -38.9% |
| 6M | -7.5% | +13.1% | -20.6% | -32.0% |
| YTD | +39.3% | +12.7% | +26.6% | +2.6% |
| 1Y | +34.3% | +18.3% | +16.0% | -11.8% |
| All | +34.3% | +18.5% | +15.8% | -11.8% |
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