+753.4%
MOD vs ITOT
+59.4%
+694.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.4% | +5.3% | +5.0% |
| 7D | -25.5% | -2.7% | -22.9% | -22.3% |
| 30D | -49.0% | -5.2% | -43.8% | -43.8% |
| 3M | -49.8% | -4.4% | -45.4% | -45.4% |
| 6M | -64.8% | +0.4% | -65.2% | -64.3% |
| YTD | -27.6% | +8.8% | -36.4% | -35.5% |
| 1Y | -35.2% | +11.0% | -46.2% | -43.6% |
| 3Y | +137.1% | +74.4% | +62.7% | +15.2% |
| All | +753.4% | +59.4% | +694.0% | +343.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling