+640.4%
FLEX vs MOD
+1,005.7%
-365.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +9.9% | +2.1% | +8.6% |
| 7D | -7.2% | -13.9% | +6.8% | -2.0% |
| 30D | -34.8% | -41.5% | +6.8% | -21.2% |
| 3M | -35.6% | -45.7% | +10.1% | -20.5% |
| 6M | -45.0% | -61.1% | +16.1% | -24.2% |
| YTD | +29.4% | -20.5% | +49.9% | +40.9% |
| 1Y | +24.8% | -32.1% | +56.9% | +41.4% |
| 3Y | +304.4% | +146.5% | +158.0% | +188.6% |
| 5Y | +484.1% | +812.7% | -328.7% | +162.7% |
| 10Y | +640.4% | +966.8% | -326.4% | +186.3% |
| All | +640.4% | +1,005.7% | -365.3% | +186.3% |
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 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