+2,159.9%
FTI vs MOD
+872.7%
+1,287.3%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.3% | -4.6% | -1.5% |
| 7D | +5.3% | +9.6% | -4.3% | +2.6% |
| 30D | +15.3% | 0.0% | +15.3% | +15.0% |
| 3M | +15.8% | -35.4% | +51.1% | +28.1% |
| 6M | +22.6% | -7.3% | +29.9% | +20.5% |
| YTD | +79.5% | +45.8% | +33.7% | +53.9% |
| 1Y | +102.0% | +43.1% | +58.9% | +70.5% |
| 3Y | +315.8% | +297.7% | +18.1% | +138.3% |
| 5Y | +1,129.5% | +1,478.8% | -349.2% | +341.9% |
| 10Y | +320.9% | +1,633.4% | -1,312.4% | +24.6% |
| All | +2,159.9% | +872.7% | +1,287.3% | +447.5% |
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