+54.0%
FTI vs MOD
-6.2%
+60.2%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +27.9% | -25.8% | -1.4% |
| 7D | +4.3% | +40.4% | -36.1% | -0.5% |
| 30D | -4.7% | -14.0% | +9.3% | -3.8% |
| 3M | -13.5% | -33.3% | +19.8% | -10.4% |
| 6M | -8.7% | -51.4% | +42.7% | -2.2% |
| YTD | +49.0% | +1.6% | +47.4% | +48.5% |
| 1Y | +54.0% | +5.4% | +48.6% | +53.1% |
| All | +54.0% | -6.2% | +60.2% | +53.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling