-83.2%
FIG vs MOD
-15.1%
-68.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +9.9% | -6.7% | +4.4% |
| 7D | -12.6% | -13.9% | +1.3% | -14.5% |
| 30D | -13.8% | -41.5% | +27.8% | -20.2% |
| 3M | -16.7% | -45.7% | +29.0% | -23.5% |
| 6M | -6.1% | -61.1% | +55.0% | -16.7% |
| YTD | -48.1% | -20.5% | -27.6% | -55.2% |
| 1Y | -56.2% | -32.1% | -24.0% | -61.1% |
| All | -83.2% | -15.1% | -68.1% | -84.0% |
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