+440.7%
FERG vs MOD
+915.9%
-475.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.5% | -1.5% | +1.6% |
| 7D | +6.4% | +8.2% | -1.8% | +5.5% |
| 30D | +19.9% | -38.2% | +58.1% | +25.6% |
| 3M | +5.6% | -46.2% | +51.8% | +11.9% |
| 6M | +9.2% | -62.5% | +71.8% | +19.7% |
| YTD | +20.6% | -20.1% | +40.7% | +21.2% |
| 1Y | +5.7% | -29.7% | +35.4% | +7.3% |
| 3Y | +73.6% | +136.2% | -62.6% | +54.5% |
| 5Y | +86.2% | +820.4% | -734.2% | +50.0% |
| 10Y | +440.7% | +839.8% | -399.2% | +331.6% |
| All | +440.7% | +915.9% | -475.2% | +331.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling