+494.6%
FERG vs MOD
+1,005.7%
-511.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +9.9% | +1.3% | +10.1% |
| 7D | +7.3% | -13.9% | +21.3% | +8.7% |
| 30D | +18.1% | -41.5% | +59.7% | +24.6% |
| 3M | +1.6% | -45.7% | +47.4% | +7.7% |
| 6M | +8.5% | -61.1% | +69.6% | +18.6% |
| YTD | +18.6% | -20.5% | +39.0% | +19.2% |
| 1Y | +5.7% | -32.1% | +37.8% | +7.7% |
| 3Y | +74.0% | +146.5% | -72.4% | +53.9% |
| 5Y | +83.9% | +812.7% | -728.8% | +47.2% |
| 10Y | +494.6% | +966.8% | -472.3% | +356.9% |
| All | +494.6% | +1,005.7% | -511.1% | +356.9% |
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