+966.8%
MOD vs FLR
+17.5%
+949.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +8.3% | +1.6% | +6.6% |
| 7D | -13.9% | +8.5% | -22.5% | -16.4% |
| 30D | -41.5% | -0.7% | -40.8% | -41.0% |
| 3M | -45.7% | -11.7% | -34.0% | -42.8% |
| 6M | -61.1% | +16.2% | -77.3% | -63.0% |
| YTD | -20.5% | +27.0% | -47.5% | -27.3% |
| 1Y | -32.1% | +10.1% | -42.2% | -34.2% |
| 3Y | +146.5% | +46.2% | +100.3% | +116.5% |
| 5Y | +812.7% | +121.4% | +691.3% | +589.9% |
| 10Y | +966.8% | +11.0% | +955.8% | +771.7% |
| All | +966.8% | +17.5% | +949.3% | +771.7% |
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