+115.4%
FOXA vs MOD
+300.6%
-185.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +4.3% | -7.7% | -3.6% |
| 7D | -4.0% | +9.6% | -13.5% | -4.4% |
| 30D | +12.0% | 0.0% | +12.0% | +11.9% |
| 3M | +0.3% | -35.4% | +35.6% | +2.1% |
| 6M | +12.5% | -7.3% | +19.8% | +11.5% |
| YTD | -9.6% | +45.8% | -55.4% | -13.5% |
| 1Y | +8.6% | +43.1% | -34.6% | +3.4% |
| All | +115.4% | +300.6% | -185.2% | +72.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling