+582.1%
FE vs MOD
+305.7%
+276.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -21.4% | +21.4% | +1.7% |
| 7D | +1.7% | -31.3% | +33.0% | +4.5% |
| 30D | +8.1% | -46.1% | +54.2% | +13.2% |
| 3M | -1.3% | -51.1% | +49.8% | +3.9% |
| 6M | +2.9% | -62.1% | +65.0% | +9.8% |
| YTD | +8.6% | -26.2% | +34.7% | +8.6% |
| 1Y | +6.3% | -32.6% | +38.9% | +6.8% |
| 3Y | +45.1% | +133.8% | -88.7% | +24.8% |
| 5Y | +47.1% | +792.8% | -745.6% | +8.1% |
| 10Y | +110.6% | +959.8% | -849.2% | +38.9% |
| All | +582.1% | +305.7% | +276.4% | +296.2% |
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