+400.8%
MOD vs FDS
+10,727.5%
-10,326.7%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.5% | -6.8% | -7.1% |
| 7D | -34.2% | +6.4% | -40.5% | -36.1% |
| 30D | -51.9% | +25.2% | -77.0% | -56.4% |
| 3M | -53.0% | +22.9% | -76.0% | -57.6% |
| 6M | -66.4% | +56.5% | -122.9% | -73.7% |
| YTD | -31.5% | +19.0% | -50.5% | -41.9% |
| 1Y | -39.6% | +32.7% | -72.3% | -51.5% |
| 3Y | +116.8% | -20.4% | +137.2% | +113.0% |
| 5Y | +713.8% | -19.6% | +733.4% | +686.1% |
| 10Y | +882.7% | +148.5% | +734.2% | +461.8% |
| All | +400.8% | +10,727.5% | -10,326.7% | +28.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling