+434.6%
FERG vs MOD
+911.6%
-477.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.7% | -6.5% | -1.4% |
| 7D | -2.1% | -25.5% | +23.5% | +0.7% |
| 30D | +8.7% | -49.0% | +57.7% | +16.3% |
| 3M | -7.4% | -49.8% | +42.4% | -1.1% |
| 6M | -6.6% | -64.8% | +58.1% | +3.1% |
| YTD | +6.6% | -27.6% | +34.2% | +8.2% |
| 1Y | -3.6% | -35.2% | +31.6% | -1.3% |
| 3Y | +56.4% | +137.1% | -80.7% | +39.1% |
| 5Y | +67.5% | +760.3% | -692.8% | +35.3% |
| All | +434.6% | +911.6% | -477.0% | +310.4% |
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 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