+536.1%
FLEX vs MOD
+857.0%
-320.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -7.3% | -6.3% | -11.1% |
| 7D | -28.3% | -34.2% | +5.9% | -17.1% |
| 30D | -45.0% | -51.9% | +6.9% | -29.1% |
| 3M | -45.2% | -53.0% | +7.8% | -29.0% |
| 6M | -30.8% | -66.4% | +35.5% | +0.2% |
| YTD | +10.4% | -31.5% | +42.0% | +26.5% |
| 1Y | +2.3% | -39.6% | +41.8% | +20.6% |
| 3Y | +238.9% | +116.8% | +122.1% | +152.6% |
| 5Y | +386.0% | +713.8% | -327.8% | +127.5% |
| All | +536.1% | +857.0% | -320.8% | +157.5% |
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