+815.6%
MOD vs FHN
+81.8%
+733.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.1% | +3.6% | +3.6% |
| 7D | +8.2% | -0.9% | +9.1% | +9.0% |
| 30D | -38.2% | +2.0% | -40.2% | -39.1% |
| 3M | -46.2% | -6.8% | -39.4% | -44.2% |
| 6M | -62.5% | -0.8% | -61.8% | -62.7% |
| YTD | -20.1% | +0.6% | -20.7% | -20.5% |
| 1Y | -29.7% | +11.5% | -41.2% | -33.9% |
| 3Y | +136.2% | +130.0% | +6.2% | +48.6% |
| 5Y | +820.4% | +60.8% | +759.6% | +518.6% |
| All | +815.6% | +81.8% | +733.8% | +439.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 FHN 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