+90.8%
FOXA vs MOD
+1,242.5%
-1,151.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +4.3% | -7.7% | -3.9% |
| 7D | -4.0% | +9.6% | -13.5% | -5.0% |
| 30D | +12.0% | 0.0% | +12.0% | +11.8% |
| 3M | +0.3% | -35.4% | +35.6% | +4.5% |
| 6M | +12.5% | -7.3% | +19.8% | +11.0% |
| YTD | -9.6% | +45.8% | -55.4% | -16.6% |
| 1Y | +8.6% | +43.1% | -34.6% | -0.6% |
| 3Y | +118.5% | +297.7% | -179.1% | +60.1% |
| 5Y | +88.8% | +1,478.8% | -1,390.0% | +4.5% |
| All | +90.8% | +1,242.5% | -1,151.6% | -11.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling