+42.8%
FANG vs MOD
+312.9%
-270.1%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.3% |
| 7D | -1.7% | +6.3% | -8.1% | -2.4% |
| 30D | +6.8% | -1.7% | +8.4% | +6.8% |
| 3M | +1.3% | -30.1% | +31.4% | +4.6% |
| 6M | +11.8% | +2.7% | +9.1% | +8.7% |
| YTD | +35.1% | +44.1% | -9.0% | +24.0% |
| 1Y | +48.9% | +38.7% | +10.2% | +35.8% |
| 3Y | +42.8% | +309.8% | -267.0% | +16.1% |
| All | +42.8% | +312.9% | -270.1% | +16.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling