+906.2%
FN vs MOD
+1,642.7%
-736.5%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.3% | -1.2% | +1.8% |
| 7D | -1.7% | +9.6% | -11.3% | -4.6% |
| 30D | -22.0% | 0.0% | -22.0% | -21.6% |
| 3M | -43.0% | -35.4% | -7.6% | -34.4% |
| 6M | -27.7% | -7.3% | -20.5% | -25.6% |
| YTD | -10.5% | +45.8% | -56.3% | -20.3% |
| 1Y | +12.5% | +43.1% | -30.7% | +0.6% |
| 3Y | +153.8% | +297.7% | -143.9% | +74.3% |
| 5Y | +288.0% | +1,478.8% | -1,190.8% | +96.0% |
| All | +906.2% | +1,642.7% | -736.5% | +347.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling