+5.4%
MOD vs ITOT
+12.1%
-6.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | -0.4% | +28.2% | +28.9% |
| 7D | +40.4% | +2.5% | +37.9% | +31.5% |
| 30D | -14.0% | -1.7% | -12.3% | -10.3% |
| 3M | -33.3% | -3.4% | -30.0% | -26.4% |
| 6M | -51.4% | +2.1% | -53.5% | -53.4% |
| YTD | +1.6% | +11.5% | -9.9% | -23.8% |
| 1Y | +5.4% | +13.6% | -8.2% | -26.3% |
| All | +5.4% | +12.1% | -6.7% | -26.3% |
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