+1,698.0%
FTI vs MOD
+373.1%
+1,324.9%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.7% | -2.6% | +1.6% |
| 7D | -7.6% | -25.5% | +17.9% | -0.7% |
| 30D | -7.1% | -49.0% | +41.9% | +10.0% |
| 3M | -8.7% | -49.8% | +41.1% | +7.8% |
| 6M | -14.0% | -64.8% | +50.8% | +9.3% |
| YTD | +42.8% | -27.6% | +70.5% | +45.3% |
| 1Y | +50.4% | -35.2% | +85.6% | +55.7% |
| 3Y | +194.1% | +137.1% | +57.0% | +92.0% |
| 5Y | +775.2% | +760.3% | +14.9% | +264.3% |
| 10Y | +189.2% | +938.8% | -749.6% | -3.2% |
| All | +1,698.0% | +373.1% | +1,324.9% | +419.3% |
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