+317.5%
MOD vs ITOT
+79.3%
+238.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.3% | +4.6% | +5.1% |
| 7D | +9.6% | +0.1% | +9.5% | +9.3% |
| 30D | 0.0% | 0.0% | 0.0% | +0.1% |
| 3M | -35.4% | +2.0% | -37.3% | -37.5% |
| 6M | -7.3% | +13.0% | -20.3% | -28.6% |
| YTD | +45.8% | +14.0% | +31.8% | +10.1% |
| 1Y | +43.1% | +19.9% | +23.2% | -2.2% |
| All | +317.5% | +79.3% | +238.3% | +34.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling