+3.1%
FERG vs MOD
-33.0%
+36.0%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -21.4% | +24.1% | +5.6% |
| 7D | +7.7% | -31.3% | +39.0% | +13.0% |
| 30D | +11.5% | -46.1% | +57.6% | +21.5% |
| 3M | -2.4% | -51.1% | +48.8% | +7.6% |
| 6M | -4.0% | -62.1% | +58.1% | +9.9% |
| YTD | +13.4% | -26.2% | +39.5% | +12.2% |
| 1Y | +3.1% | -32.6% | +35.6% | +2.2% |
| All | +3.1% | -33.0% | +36.0% | +2.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling