+1,530.3%
MOD vs FDS
-17.4%
+1,547.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.5% | +7.8% | +4.3% |
| 7D | +9.6% | -1.9% | +11.5% | +9.6% |
| 30D | 0.0% | +9.0% | -9.0% | 0.0% |
| 3M | -35.4% | +18.9% | -54.2% | -35.2% |
| 6M | -7.3% | +35.1% | -42.4% | -9.3% |
| YTD | +45.8% | +5.5% | +40.3% | +51.0% |
| 1Y | +43.1% | -16.8% | +60.0% | +60.9% |
| 3Y | +297.7% | -28.1% | +325.7% | +370.0% |
| All | +1,530.3% | -17.4% | +1,547.7% | +1,727.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling