+73.0%
FERG vs MOD
+137.0%
-64.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.5% | -1.5% | +1.4% |
| 7D | +6.4% | +8.2% | -1.8% | +5.0% |
| 30D | +19.9% | -38.2% | +58.1% | +28.9% |
| 3M | +5.6% | -46.2% | +51.8% | +15.6% |
| 6M | +9.2% | -62.5% | +71.8% | +26.5% |
| YTD | +20.6% | -20.1% | +40.7% | +19.9% |
| 1Y | +5.7% | -29.7% | +35.4% | +6.9% |
| All | +73.0% | +137.0% | -64.0% | +26.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling