+96.5%
FOXA vs MOD
+610.8%
-514.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.4% | -0.2% |
| 7D | +0.4% | -17.8% | +18.2% | +2.0% |
| 30D | +7.9% | -43.2% | +51.2% | +14.0% |
| 3M | +6.7% | -46.0% | +52.7% | +12.9% |
| 6M | +7.5% | -62.2% | +69.8% | +17.1% |
| YTD | -6.9% | -22.8% | +15.9% | -8.8% |
| 1Y | +2.2% | -35.5% | +37.7% | +2.0% |
| 3Y | +131.4% | +128.2% | +3.2% | +78.5% |
| 5Y | +76.2% | +791.6% | -715.4% | +2.7% |
| All | +96.5% | +610.8% | -514.3% | -3.6% |
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