+159.6%
FANG vs MOD
+1,079.7%
-920.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +27.9% | -26.4% | -5.1% |
| 7D | +4.0% | +40.4% | -36.4% | -5.1% |
| 30D | -5.8% | -14.0% | +8.2% | -4.1% |
| 3M | -6.7% | -33.3% | +26.6% | -0.1% |
| 6M | -6.4% | -51.4% | +45.0% | +5.9% |
| YTD | +25.9% | +1.6% | +24.3% | +13.2% |
| 1Y | +31.1% | +5.4% | +25.7% | +15.3% |
| 3Y | +31.3% | +191.0% | -159.6% | -25.4% |
| 5Y | +108.3% | +1,093.1% | -984.8% | -34.6% |
| All | +159.6% | +1,079.7% | -920.1% | -29.5% |
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