+155.7%
FANG vs MOD
+822.6%
-666.9%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.9% | +1.5% |
| 7D | +2.1% | +16.1% | -14.0% | -1.7% |
| 30D | -7.5% | -38.5% | +31.1% | +2.8% |
| 3M | -8.2% | -46.8% | +38.6% | +4.6% |
| 6M | -6.4% | -61.6% | +55.2% | +12.9% |
| YTD | +24.1% | -20.5% | +44.6% | +19.2% |
| 1Y | +28.5% | -28.0% | +56.5% | +25.2% |
| 3Y | +29.8% | +134.9% | -105.1% | -22.0% |
| 5Y | +105.2% | +833.2% | -727.9% | -31.1% |
| All | +155.7% | +822.6% | -666.9% | -25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 10y: compounded portfolio wealth divided by compounded MOD 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…
10y analysis · Full analysis span regression · 6 months rolling