+124.3%
MOD vs FFIV
+102.8%
+21.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -5.5% | -1.8% | -4.2% |
| 7D | -34.2% | -14.2% | -19.9% | -28.1% |
| 30D | -51.9% | -33.6% | -18.2% | -40.8% |
| 3M | -53.0% | -24.2% | -28.8% | -47.4% |
| 6M | -66.4% | -8.3% | -58.1% | -66.9% |
| YTD | -31.5% | +22.1% | -53.7% | -47.6% |
| 1Y | -39.6% | +26.5% | -66.0% | -55.2% |
| All | +124.3% | +102.8% | +21.5% | +12.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling