+1,348.4%
FERG vs MOD
+1,474.9%
-126.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.3% | -2.0% | +2.0% |
| 7D | 0.0% | +9.6% | -9.6% | -0.8% |
| 30D | -10.2% | 0.0% | -10.2% | -10.3% |
| 3M | -0.6% | -35.4% | +34.8% | +2.7% |
| 6M | -6.5% | -7.3% | +0.7% | -6.6% |
| YTD | +4.2% | +45.8% | -41.6% | +0.3% |
| 1Y | -2.3% | +43.1% | -45.4% | -6.1% |
| 3Y | +48.5% | +297.7% | -249.2% | +31.8% |
| 5Y | +72.0% | +1,478.8% | -1,406.7% | +42.3% |
| 10Y | +369.9% | +1,633.4% | -1,263.5% | +285.3% |
| All | +1,348.4% | +1,474.9% | -126.5% | +1,145.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling