-6.4%
FANG vs MOD
-62.1%
+55.7%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.9% | +1.3% |
| 7D | +2.1% | +16.1% | -14.0% | +1.9% |
| 30D | -7.5% | -38.5% | +31.1% | -8.2% |
| 3M | -8.2% | -46.8% | +38.6% | -9.1% |
| 6M | -6.4% | -61.6% | +55.2% | -7.4% |
| All | -6.4% | -62.1% | +55.7% | -7.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling