-83.6%
FIG vs MOD
-14.7%
-68.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.5% | -1.7% | +2.2% |
| 7D | -14.3% | +8.2% | -22.5% | -13.6% |
| 30D | -13.6% | -38.2% | +24.5% | -19.4% |
| 3M | -23.7% | -46.2% | +22.5% | -30.1% |
| 6M | -5.4% | -62.5% | +57.2% | -16.1% |
| YTD | -49.2% | -20.1% | -29.1% | -56.1% |
| 1Y | -57.4% | -29.7% | -27.7% | -62.2% |
| All | -83.6% | -14.7% | -68.9% | -84.4% |
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