+5.7%
FERG vs MOD
-33.2%
+38.8%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.5% | -1.5% | +1.4% |
| 7D | +6.4% | +8.2% | -1.8% | +5.2% |
| 30D | +19.9% | -38.2% | +58.1% | +27.9% |
| 3M | +5.6% | -46.2% | +51.8% | +14.7% |
| 6M | +9.2% | -62.5% | +71.8% | +26.3% |
| YTD | +20.6% | -20.1% | +40.7% | +17.8% |
| 1Y | +5.7% | -29.7% | +35.4% | +4.2% |
| All | +5.7% | -33.2% | +38.8% | +4.2% |
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