+839.8%
MOD vs FDS
+132.8%
+707.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.7% | +0.8% | +2.9% |
| 7D | +8.2% | -2.1% | +10.4% | +8.7% |
| 30D | -38.2% | +16.0% | -54.2% | -40.6% |
| 3M | -46.2% | +18.8% | -65.0% | -48.9% |
| 6M | -62.5% | +54.1% | -116.7% | -68.0% |
| YTD | -20.1% | +17.0% | -37.1% | -25.9% |
| 1Y | -29.7% | +25.5% | -55.2% | -37.4% |
| 3Y | +136.2% | -23.3% | +159.5% | +159.4% |
| 5Y | +820.4% | -22.6% | +843.0% | +888.2% |
| 10Y | +839.8% | +130.2% | +709.6% | +469.3% |
| All | +839.8% | +132.8% | +707.1% | +469.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling