+2.3%
FLEX vs MOD
-37.4%
+39.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -7.3% | -6.3% | -9.7% |
| 7D | -28.3% | -34.2% | +5.9% | -10.6% |
| 30D | -45.0% | -51.9% | +6.9% | -19.6% |
| 3M | -45.2% | -53.0% | +7.8% | -19.5% |
| 6M | -30.8% | -66.4% | +35.5% | +18.1% |
| YTD | +10.4% | -31.5% | +42.0% | +55.4% |
| 1Y | +2.3% | -39.6% | +41.8% | +45.7% |
| All | +2.3% | -37.4% | +39.6% | +45.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling