+91.7%
FOXA vs MOD
+631.7%
-540.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.8% | -3.3% |
| 7D | -2.9% | +16.1% | -19.0% | -4.5% |
| 30D | +5.1% | -38.5% | +43.7% | +10.1% |
| 3M | +4.7% | -46.8% | +51.5% | +11.0% |
| 6M | -0.2% | -61.6% | +61.4% | +8.5% |
| YTD | -9.2% | -20.5% | +11.3% | -11.3% |
| 1Y | -0.6% | -28.0% | +27.4% | -2.1% |
| 3Y | +125.7% | +134.9% | -9.2% | +73.5% |
| 5Y | +70.2% | +833.2% | -763.0% | -1.4% |
| All | +91.7% | +631.7% | -540.0% | -6.3% |
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