+321.2%
MOD vs FGI
-4.4%
+325.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +7.5% | -3.2% | +4.1% |
| 7D | +9.6% | +0.5% | +9.0% | +9.6% |
| 30D | 0.0% | +65.4% | -65.4% | -3.4% |
| 3M | -35.4% | +23.5% | -58.9% | -37.1% |
| 6M | -7.3% | +60.5% | -67.8% | -12.1% |
| YTD | +45.8% | +30.0% | +15.8% | +39.1% |
| 1Y | +43.1% | +82.1% | -38.9% | +34.9% |
| All | +321.2% | -4.4% | +325.5% | +316.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling