+111.4%
FN vs MOD
+133.8%
-22.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -21.4% | +15.5% | +5.3% |
| 7D | -7.0% | -31.3% | +24.4% | +12.2% |
| 30D | -24.7% | -46.1% | +21.4% | +3.6% |
| 3M | -35.7% | -51.1% | +15.5% | -7.0% |
| 6M | -52.4% | -62.1% | +9.7% | -23.3% |
| YTD | -25.0% | -26.2% | +1.2% | -14.6% |
| 1Y | -25.7% | -32.6% | +6.9% | -11.6% |
| All | +111.4% | +133.8% | -22.4% | +17.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling