+1,008.8%
MOD vs FGI
-68.3%
+1,077.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.9% | -2.4% | +3.3% |
| 7D | +8.2% | +6.9% | +1.4% | +8.0% |
| 30D | -38.2% | +3.9% | -42.1% | -38.3% |
| 3M | -46.2% | +74.3% | -120.5% | -48.7% |
| 6M | -62.5% | +28.9% | -91.5% | -64.0% |
| YTD | -20.1% | +39.1% | -59.2% | -25.0% |
| 1Y | -29.7% | +49.3% | -79.0% | -34.1% |
| 3Y | +136.2% | +5.7% | +130.5% | +117.6% |
| All | +1,008.8% | -68.3% | +1,077.1% | +977.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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