+386.0%
FLEX vs MOD
+720.4%
-334.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -7.3% | -6.3% | -10.8% |
| 7D | -28.3% | -34.2% | +5.9% | -15.7% |
| 30D | -45.0% | -51.9% | +6.9% | -27.0% |
| 3M | -45.2% | -53.0% | +7.8% | -26.9% |
| 6M | -30.8% | -66.4% | +35.5% | +4.1% |
| YTD | +10.4% | -31.5% | +42.0% | +29.8% |
| 1Y | +2.3% | -39.6% | +41.8% | +23.9% |
| 3Y | +238.9% | +116.8% | +122.1% | +154.0% |
| 5Y | +386.0% | +713.8% | -327.8% | +112.8% |
| All | +386.0% | +720.4% | -334.4% | +112.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling