+7,917.6%
FLEX vs MOD
+951.9%
+6,965.7%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.3% | -2.8% | 0.0% |
| 7D | -0.9% | +9.6% | -10.5% | -4.0% |
| 30D | -10.1% | 0.0% | -10.2% | -10.1% |
| 3M | -31.3% | -35.4% | +4.0% | -20.1% |
| 6M | +71.3% | -7.3% | +78.5% | +75.9% |
| YTD | +81.2% | +45.8% | +35.4% | +57.6% |
| 1Y | +98.5% | +43.1% | +55.4% | +71.3% |
| 3Y | +428.2% | +297.7% | +130.6% | +196.6% |
| 5Y | +657.3% | +1,478.8% | -821.5% | +148.8% |
| 10Y | +995.9% | +1,633.4% | -637.5% | +178.1% |
| All | +7,917.6% | +951.9% | +6,965.7% | +1,248.1% |
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