-32.6%
MOD vs FDS
+31.1%
-63.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +2.9% | -24.3% | -20.0% |
| 7D | -31.3% | +9.4% | -40.8% | -27.8% |
| 30D | -46.1% | +23.8% | -69.9% | -39.9% |
| 3M | -51.1% | +25.1% | -76.3% | -44.9% |
| 6M | -62.1% | +53.8% | -115.8% | -50.8% |
| YTD | -26.2% | +19.6% | -45.7% | -16.9% |
| 1Y | -32.6% | +31.6% | -64.2% | -18.4% |
| All | -32.6% | +31.1% | -63.7% | -18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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