+97.5%
FOXA vs MOD
+632.1%
-534.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +9.9% | -8.3% | +0.5% |
| 7D | +7.9% | -13.9% | +21.8% | +9.1% |
| 30D | +8.5% | -41.5% | +50.0% | +14.2% |
| 3M | +6.2% | -45.7% | +51.9% | +12.3% |
| 6M | +8.0% | -61.1% | +69.1% | +17.3% |
| YTD | -6.5% | -20.5% | +14.0% | -8.7% |
| 1Y | +3.6% | -32.1% | +35.7% | +2.8% |
| 3Y | +136.0% | +146.5% | -10.4% | +80.1% |
| 5Y | +77.7% | +812.7% | -735.0% | +3.3% |
| All | +97.5% | +632.1% | -534.6% | -3.4% |
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