+141.9%
MOD vs FGI
+2.3%
+139.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | -5.0% | -16.4% | -21.3% |
| 7D | -31.3% | +3.3% | -34.7% | -31.4% |
| 30D | -46.1% | -2.0% | -44.1% | -46.1% |
| 3M | -51.1% | +60.3% | -111.4% | -52.9% |
| 6M | -62.1% | +0.7% | -62.8% | -63.0% |
| YTD | -26.2% | +30.2% | -56.4% | -29.8% |
| 1Y | -32.6% | +44.4% | -76.9% | -35.8% |
| All | +141.9% | +2.3% | +139.6% | +131.2% |
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