+231.0%
FANG vs MOD
+1,517.1%
-1,286.2%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.3% | +4.8% | +1.9% |
| 7D | -0.4% | +3.6% | -4.0% | -0.9% |
| 30D | +2.4% | -2.6% | +5.0% | +2.6% |
| 3M | +4.9% | -33.1% | +38.0% | +9.7% |
| 6M | +12.0% | -7.5% | +19.5% | +10.4% |
| YTD | +37.1% | +39.3% | -2.2% | +25.4% |
| 1Y | +52.3% | +34.3% | +18.0% | +38.4% |
| 3Y | +45.0% | +296.2% | -251.2% | +3.4% |
| 5Y | +231.0% | +1,504.6% | -1,273.6% | +80.3% |
| All | +231.0% | +1,517.1% | -1,286.2% | +80.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling