-84.0%
FIG vs MOD
-26.9%
-57.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -7.3% | -9.4% | -17.7% |
| 7D | -17.4% | -34.2% | +16.8% | -22.1% |
| 30D | -15.9% | -51.9% | +36.0% | -24.1% |
| 3M | -34.5% | -53.0% | +18.5% | -41.0% |
| 6M | -5.0% | -66.4% | +61.3% | -17.3% |
| YTD | -50.7% | -31.5% | -19.1% | -58.2% |
| 1Y | -58.1% | -39.6% | -18.5% | -63.7% |
| All | -84.0% | -26.9% | -57.1% | -85.1% |
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