+182.9%
FTI vs MOD
+911.6%
-728.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.7% | -2.6% | +1.7% |
| 7D | -7.6% | -25.5% | +17.9% | -1.1% |
| 30D | -7.1% | -49.0% | +41.9% | +9.1% |
| 3M | -8.7% | -49.8% | +41.1% | +6.9% |
| 6M | -14.0% | -64.8% | +50.8% | +8.1% |
| YTD | +42.8% | -27.6% | +70.5% | +44.5% |
| 1Y | +50.4% | -35.2% | +85.6% | +54.7% |
| 3Y | +194.1% | +137.1% | +57.0% | +88.0% |
| 5Y | +775.2% | +760.3% | +14.9% | +242.6% |
| All | +182.9% | +911.6% | -728.7% | -8.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling