-3.6%
FERG vs MOD
-37.3%
+33.7%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.7% | -6.5% | -1.6% |
| 7D | -2.1% | -25.5% | +23.5% | +1.4% |
| 30D | +8.7% | -49.0% | +57.7% | +19.4% |
| 3M | -7.4% | -49.8% | +42.4% | +1.3% |
| 6M | -6.6% | -64.8% | +58.1% | +8.5% |
| YTD | +6.6% | -27.6% | +34.2% | +5.9% |
| 1Y | -3.6% | -35.2% | +31.6% | -3.5% |
| All | -3.6% | -37.3% | +33.7% | -3.5% |
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