+1,604.6%
MOD vs FDS
+84.7%
+1,519.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.5% | +7.8% | +5.2% |
| 7D | +9.6% | -1.9% | +11.5% | +10.0% |
| 30D | 0.0% | +9.0% | -9.0% | -2.4% |
| 3M | -35.4% | +18.9% | -54.2% | -39.5% |
| 6M | -7.3% | +35.1% | -42.4% | -18.6% |
| YTD | +45.8% | +5.5% | +40.3% | +39.3% |
| 1Y | +43.1% | -16.8% | +60.0% | +50.3% |
| 3Y | +297.7% | -28.1% | +325.7% | +342.4% |
| 5Y | +1,478.8% | -17.4% | +1,496.2% | +1,495.6% |
| All | +1,604.6% | +84.7% | +1,519.9% | +941.9% |
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