+74.9%
FOXA vs MOD
+748.9%
-674.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +5.7% | -7.2% | -1.9% |
| 7D | +5.4% | -25.5% | +30.9% | +7.2% |
| 30D | +6.3% | -49.0% | +55.3% | +11.0% |
| 3M | +8.3% | -49.8% | +58.1% | +13.0% |
| 6M | +7.6% | -64.8% | +72.4% | +14.6% |
| YTD | -7.9% | -27.6% | +19.7% | -9.8% |
| 1Y | +2.4% | -35.2% | +37.6% | +1.1% |
| 3Y | +120.3% | +137.1% | -16.8% | +69.7% |
| All | +74.9% | +748.9% | -674.1% | +0.4% |
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