+713.8%
MOD vs FDS
-19.3%
+733.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.5% | -6.8% | -7.3% |
| 7D | -34.2% | +6.4% | -40.5% | -34.0% |
| 30D | -51.9% | +25.2% | -77.0% | -51.7% |
| 3M | -53.0% | +22.9% | -76.0% | -52.9% |
| 6M | -66.4% | +56.5% | -122.9% | -67.1% |
| YTD | -31.5% | +19.0% | -50.5% | -28.9% |
| 1Y | -39.6% | +32.7% | -72.3% | -40.2% |
| 3Y | +116.8% | -20.4% | +137.2% | +159.9% |
| 5Y | +713.8% | -19.6% | +733.4% | +804.8% |
| All | +713.8% | -19.3% | +733.1% | +804.8% |
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