+205.3%
FTI vs MOD
+135.8%
+69.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | +5.4% | +16.1% | -10.7% | +2.4% |
| 30D | -8.2% | -38.5% | +30.3% | -0.4% |
| 3M | -13.7% | -46.8% | +33.1% | -4.3% |
| 6M | -11.2% | -61.6% | +50.4% | +3.4% |
| YTD | +46.0% | -20.5% | +66.5% | +44.0% |
| 1Y | +51.8% | -28.0% | +79.8% | +51.4% |
| All | +205.3% | +135.8% | +69.5% | +117.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling