+906.4%
MOD vs FDS
+135.4%
+771.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -3.7% | +9.4% | +6.5% |
| 7D | -25.5% | -0.5% | -25.0% | -25.7% |
| 30D | -49.0% | +20.2% | -69.2% | -51.5% |
| 3M | -49.8% | +19.9% | -69.7% | -52.5% |
| 6M | -64.8% | +56.2% | -120.9% | -70.3% |
| YTD | -27.6% | +14.6% | -42.2% | -32.7% |
| 1Y | -35.2% | +31.6% | -66.8% | -44.0% |
| 3Y | +137.1% | -23.8% | +161.0% | +159.7% |
| 5Y | +760.3% | -22.6% | +782.8% | +816.8% |
| All | +906.4% | +135.4% | +771.0% | +484.7% |
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