+124.3%
MOD vs FDS
-20.2%
+144.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.5% | -6.8% | -7.4% |
| 7D | -34.2% | +6.4% | -40.5% | -33.0% |
| 30D | -51.9% | +25.2% | -77.0% | -49.2% |
| 3M | -53.0% | +22.9% | -76.0% | -50.5% |
| 6M | -66.4% | +56.5% | -122.9% | -62.7% |
| YTD | -31.5% | +19.0% | -50.5% | -22.7% |
| 1Y | -39.6% | +32.7% | -72.3% | -33.8% |
| All | +124.3% | -20.2% | +144.5% | +174.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling