+839.8%
MOD vs FLR
+9.0%
+830.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.4% | +3.1% | +3.4% |
| 7D | +8.2% | +6.3% | +1.9% | +5.9% |
| 30D | -38.2% | +1.8% | -40.0% | -38.2% |
| 3M | -46.2% | -4.4% | -41.8% | -45.0% |
| 6M | -62.5% | +15.9% | -78.4% | -64.3% |
| YTD | -20.1% | +27.7% | -47.8% | -27.1% |
| 1Y | -29.7% | +11.6% | -41.3% | -32.2% |
| 3Y | +136.2% | +39.9% | +96.3% | +110.3% |
| 5Y | +820.4% | +127.5% | +692.9% | +589.2% |
| 10Y | +839.8% | +11.6% | +828.2% | +627.4% |
| All | +839.8% | +9.0% | +830.8% | +627.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling