+182.5%
FANG vs MOD
+1,465.6%
-1,283.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.6% | +5.0% | +2.2% |
| 7D | +1.2% | -3.9% | +5.2% | +2.1% |
| 30D | +2.4% | -9.6% | +12.0% | +4.6% |
| 3M | +5.1% | -30.6% | +35.6% | +12.9% |
| 6M | +16.4% | -10.9% | +27.4% | +14.3% |
| YTD | +39.0% | +34.3% | +4.7% | +20.0% |
| 1Y | +50.6% | +18.3% | +32.3% | +32.0% |
| 3Y | +46.9% | +281.9% | -235.0% | -20.3% |
| 5Y | +238.2% | +1,486.4% | -1,248.1% | +2.7% |
| All | +182.5% | +1,465.6% | -1,283.1% | -29.2% |
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