+76.5%
FOXA vs MOD
+1,086.9%
-1,010.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +27.9% | -23.7% | +2.1% |
| 7D | +2.7% | +40.4% | -37.7% | 0.0% |
| 30D | +10.0% | -14.0% | +24.0% | +10.5% |
| 3M | +5.0% | -33.3% | +38.3% | +7.3% |
| 6M | +3.4% | -51.4% | +54.8% | +7.5% |
| YTD | -5.5% | +1.6% | -7.1% | -9.7% |
| 1Y | +5.5% | +5.4% | +0.1% | 0.0% |
| 3Y | +139.3% | +191.0% | -51.7% | +83.5% |
| All | +76.5% | +1,086.9% | -1,010.4% | -0.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling