+416.7%
FLEX vs MOD
+748.9%
-332.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +5.7% | -1.1% | +2.3% |
| 7D | -19.3% | -25.5% | +6.2% | -9.6% |
| 30D | -41.5% | -49.0% | +7.5% | -24.1% |
| 3M | -43.1% | -49.8% | +6.7% | -26.0% |
| 6M | -48.2% | -64.8% | +16.6% | -23.6% |
| YTD | +15.5% | -27.6% | +43.1% | +32.9% |
| 1Y | +10.2% | -35.2% | +45.4% | +30.1% |
| 3Y | +256.8% | +137.1% | +119.7% | +159.0% |
| All | +416.7% | +748.9% | -332.3% | +122.8% |
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