+1,530.3%
MOD vs ITOT
+73.8%
+1,456.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.3% | +4.6% | +4.9% |
| 7D | +9.6% | +0.1% | +9.5% | +9.4% |
| 30D | 0.0% | 0.0% | 0.0% | +0.1% |
| 3M | -35.4% | +2.0% | -37.3% | -36.8% |
| 6M | -7.3% | +13.0% | -20.3% | -23.2% |
| YTD | +45.8% | +14.0% | +31.8% | +19.2% |
| 1Y | +43.1% | +19.9% | +23.2% | +9.1% |
| 3Y | +297.7% | +75.8% | +221.9% | +88.6% |
| All | +1,530.3% | +73.8% | +1,456.5% | +659.3% |
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