+3,078.0%
FN vs MOD
+1,026.4%
+2,051.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -21.4% | +15.5% | +1.5% |
| 7D | -7.0% | -31.3% | +24.4% | +5.4% |
| 30D | -24.7% | -46.1% | +21.4% | -6.9% |
| 3M | -35.7% | -51.1% | +15.5% | -17.7% |
| 6M | -52.4% | -62.1% | +9.7% | -34.3% |
| YTD | -25.0% | -26.2% | +1.2% | -17.2% |
| 1Y | -25.7% | -32.6% | +6.9% | -15.5% |
| 3Y | +110.2% | +133.8% | -23.6% | +60.6% |
| 5Y | +192.3% | +792.8% | -600.4% | +47.2% |
| 10Y | +812.3% | +959.8% | -147.5% | +229.1% |
| All | +3,078.0% | +1,026.4% | +2,051.6% | +945.6% |
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 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