+1,000.1%
FLEX vs MOD
+1,642.7%
-642.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.3% | -2.8% | +0.1% |
| 7D | -0.9% | +9.6% | -10.5% | -3.9% |
| 30D | -10.1% | 0.0% | -10.2% | -10.1% |
| 3M | -31.3% | -35.4% | +4.0% | -20.7% |
| 6M | +71.3% | -7.3% | +78.5% | +76.3% |
| YTD | +81.2% | +45.8% | +35.4% | +60.2% |
| 1Y | +98.5% | +43.1% | +55.4% | +74.4% |
| 3Y | +428.2% | +297.7% | +130.6% | +216.7% |
| 5Y | +657.3% | +1,478.8% | -821.5% | +181.8% |
| All | +1,000.1% | +1,642.7% | -642.6% | +240.8% |
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