+1,397.3%
FANG vs MOD
+2,622.5%
-1,225.2%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.3% | -6.1% | -2.9% |
| 7D | +0.8% | +9.6% | -8.8% | -1.6% |
| 30D | +7.6% | 0.0% | +7.6% | +7.2% |
| 3M | -1.3% | -35.4% | +34.1% | +8.4% |
| 6M | +14.7% | -7.3% | +21.9% | +11.3% |
| YTD | +34.8% | +45.8% | -11.0% | +13.8% |
| 1Y | +42.9% | +43.1% | -0.2% | +18.6% |
| 3Y | +43.8% | +297.7% | -253.9% | -22.8% |
| 5Y | +225.8% | +1,478.8% | -1,252.9% | +1.1% |
| 10Y | +171.9% | +1,633.4% | -1,461.5% | -34.8% |
| All | +1,397.3% | +2,622.5% | -1,225.2% | +206.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling