+180.2%
FTI vs MOD
+1,005.7%
-825.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +9.9% | -9.2% | -1.8% |
| 7D | -4.3% | -13.9% | +9.6% | -1.4% |
| 30D | -8.0% | -41.5% | +33.5% | +4.3% |
| 3M | -8.0% | -45.7% | +37.7% | +5.4% |
| 6M | -8.7% | -61.1% | +52.4% | +11.8% |
| YTD | +43.9% | -20.5% | +64.4% | +41.9% |
| 1Y | +49.8% | -32.1% | +81.9% | +52.4% |
| 3Y | +211.7% | +146.5% | +65.2% | +97.7% |
| 5Y | +781.6% | +812.7% | -31.2% | +240.6% |
| 10Y | +180.2% | +966.8% | -786.7% | -11.1% |
| All | +180.2% | +1,005.7% | -825.6% | -11.1% |
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