-59.9%
FIG vs MOD
-40.7%
-19.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -7.3% | -9.4% | -17.8% |
| 7D | -17.4% | -34.2% | +16.8% | -22.9% |
| 30D | -15.9% | -51.9% | +36.0% | -25.7% |
| 3M | -34.5% | -53.0% | +18.5% | -42.2% |
| 6M | -5.0% | -66.4% | +61.3% | -19.8% |
| YTD | -50.7% | -31.5% | -19.1% | -58.3% |
| All | -59.9% | -40.7% | -19.2% | -65.3% |
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 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