+655.5%
FN vs MOD
+857.0%
-201.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -7.3% | -7.0% | -11.8% |
| 7D | -16.0% | -34.2% | +18.2% | -3.9% |
| 30D | -40.1% | -51.9% | +11.8% | -23.9% |
| 3M | -43.9% | -53.0% | +9.1% | -28.0% |
| 6M | -55.6% | -66.4% | +10.7% | -37.3% |
| YTD | -35.7% | -31.5% | -4.1% | -26.8% |
| 1Y | -39.8% | -39.6% | -0.3% | -28.9% |
| 3Y | +80.3% | +116.8% | -36.6% | +54.1% |
| 5Y | +143.3% | +713.8% | -570.5% | +56.0% |
| All | +655.5% | +857.0% | -201.5% | +377.6% |
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