+90.3%
FOXA vs MOD
+1,226.6%
-1,136.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.2% |
| 7D | -0.6% | +6.3% | -6.9% | -1.4% |
| 30D | +2.3% | -1.7% | +4.0% | +2.4% |
| 3M | -2.8% | -30.1% | +27.3% | +0.3% |
| 6M | +9.6% | +2.7% | +6.9% | +6.8% |
| YTD | -9.9% | +44.1% | -54.0% | -16.7% |
| 1Y | +5.4% | +38.7% | -33.4% | -3.1% |
| 3Y | +115.3% | +309.8% | -194.5% | +56.9% |
| 5Y | +93.1% | +1,569.7% | -1,476.6% | +5.9% |
| All | +90.3% | +1,226.6% | -1,136.3% | -12.0% |
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