+5,555.0%
FLEX vs MOD
+413.9%
+5,141.1%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -21.4% | +9.1% | -4.9% |
| 7D | -17.0% | -31.3% | +14.4% | -5.6% |
| 30D | -33.8% | -46.1% | +12.3% | -17.8% |
| 3M | -39.0% | -51.1% | +12.1% | -22.0% |
| 6M | -15.9% | -62.1% | +46.2% | +17.6% |
| YTD | +27.8% | -26.2% | +54.0% | +40.5% |
| 1Y | +25.0% | -32.6% | +57.5% | +40.1% |
| 3Y | +292.3% | +133.8% | +158.4% | +166.6% |
| 5Y | +472.6% | +792.8% | -320.1% | +130.0% |
| 10Y | +653.7% | +959.8% | -306.1% | +127.5% |
| All | +5,555.0% | +413.9% | +5,141.1% | +1,114.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling