+1,685.4%
FLUT vs MOD
+480.9%
+1,204.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -7.3% | +8.7% | +1.9% |
| 7D | +4.8% | -34.2% | +38.9% | +7.1% |
| 30D | +8.8% | -51.9% | +60.7% | +13.1% |
| 3M | -10.7% | -53.0% | +42.3% | -7.1% |
| 6M | -19.7% | -66.4% | +46.6% | -15.5% |
| YTD | -61.4% | -31.5% | -29.9% | -61.4% |
| 1Y | -61.6% | -39.6% | -22.1% | -61.4% |
| 3Y | -51.4% | +116.8% | -168.2% | -55.1% |
| 5Y | -51.0% | +713.8% | -764.8% | -57.8% |
| 10Y | -25.2% | +882.7% | -907.9% | -37.7% |
| All | +1,685.4% | +480.9% | +1,204.6% | +1,395.1% |
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