+753.4%
MOD vs FFIV
+39.5%
+714.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.3% | +6.0% | +5.9% |
| 7D | -25.5% | -8.1% | -17.4% | -21.7% |
| 30D | -49.0% | -33.4% | -15.6% | -37.0% |
| 3M | -49.8% | -24.7% | -25.1% | -43.0% |
| 6M | -64.8% | -8.8% | -55.9% | -64.7% |
| YTD | -27.6% | +21.8% | -49.4% | -42.2% |
| 1Y | -35.2% | +25.3% | -60.5% | -49.4% |
| 3Y | +137.1% | +101.2% | +36.0% | +40.3% |
| All | +753.4% | +39.5% | +714.0% | +457.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling