+1,604.6%
MOD vs FFIV
+214.3%
+1,390.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.4% | +4.7% | +4.6% |
| 7D | +9.6% | -1.0% | +10.5% | +10.1% |
| 30D | 0.0% | -5.1% | +5.1% | +2.9% |
| 3M | -35.4% | -4.5% | -30.9% | -33.9% |
| 6M | -7.3% | +36.5% | -43.7% | -25.5% |
| YTD | +45.8% | +53.0% | -7.2% | +6.7% |
| 1Y | +43.1% | +24.2% | +18.9% | +19.0% |
| 3Y | +297.7% | +137.2% | +160.5% | +123.3% |
| 5Y | +1,478.8% | +91.8% | +1,387.0% | +876.1% |
| All | +1,604.6% | +214.3% | +1,390.2% | +663.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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