-32.6%
MOD vs FLR
+2.5%
-35.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | -0.8% | -20.6% | -20.9% |
| 7D | -31.3% | +1.4% | -32.7% | -31.9% |
| 30D | -46.1% | -5.9% | -40.2% | -43.5% |
| 3M | -51.1% | -7.6% | -43.5% | -48.9% |
| 6M | -62.1% | -9.3% | -52.8% | -60.2% |
| YTD | -26.2% | +20.1% | -46.3% | -41.2% |
| 1Y | -32.6% | +3.0% | -35.6% | -35.4% |
| All | -32.6% | +2.5% | -35.1% | -35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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