-32.1%
MOD vs FGI
+41.8%
-73.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.1% | -2.8% | -2.9% |
| 7D | -17.8% | -4.1% | -13.7% | -17.6% |
| 30D | -43.2% | -3.4% | -39.9% | -43.1% |
| 3M | -46.0% | +61.8% | -107.8% | -49.1% |
| 6M | -62.2% | +17.0% | -79.3% | -63.8% |
| YTD | -22.8% | +31.4% | -54.2% | -30.2% |
| All | -32.1% | +41.8% | -73.9% | -38.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling