+50.6%
FANG vs MOD
+25.1%
+25.5%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.6% | +5.0% | +1.3% |
| 7D | +1.2% | -3.9% | +5.2% | +1.2% |
| 30D | +2.4% | -9.6% | +12.0% | +2.3% |
| 3M | +5.1% | -30.6% | +35.6% | +5.1% |
| 6M | +16.4% | -10.9% | +27.4% | +16.2% |
| YTD | +39.0% | +34.3% | +4.7% | +36.3% |
| 1Y | +50.6% | +18.3% | +32.3% | +47.4% |
| All | +50.6% | +25.1% | +25.5% | +47.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling