-35.5%
MOD vs ITOT
+11.9%
-47.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.5% | -1.8% |
| 7D | -17.8% | -0.5% | -17.3% | -17.8% |
| 30D | -43.2% | -3.4% | -39.8% | -37.2% |
| 3M | -46.0% | -3.1% | -43.0% | -40.8% |
| 6M | -62.2% | +2.2% | -64.4% | -63.9% |
| YTD | -22.8% | +11.0% | -33.8% | -42.4% |
| 1Y | -35.5% | +11.4% | -46.9% | -51.3% |
| All | -35.5% | +11.9% | -47.4% | -51.3% |
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