+120.3%
FOXA vs MOD
+129.2%
-8.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +5.7% | -7.2% | -1.7% |
| 7D | +5.4% | -25.5% | +30.9% | +6.1% |
| 30D | +6.3% | -49.0% | +55.3% | +8.3% |
| 3M | +8.3% | -49.8% | +58.1% | +10.4% |
| 6M | +7.6% | -64.8% | +72.4% | +10.8% |
| YTD | -7.9% | -27.6% | +19.7% | -10.1% |
| 1Y | +2.4% | -35.2% | +37.6% | +0.5% |
| 3Y | +120.3% | +137.1% | -16.8% | +61.5% |
| All | +120.3% | +129.2% | -8.9% | +61.5% |
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