+1,064.5%
MOD vs FLR
+7.4%
+1,057.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | -1.1% | +29.0% | +28.3% |
| 7D | +40.4% | +5.4% | +35.0% | +37.6% |
| 30D | -14.0% | +2.8% | -16.8% | -14.6% |
| 3M | -33.3% | -6.4% | -26.9% | -31.3% |
| 6M | -51.4% | +8.8% | -60.2% | -52.6% |
| YTD | +1.6% | +23.6% | -22.0% | -6.2% |
| 1Y | +5.4% | +13.8% | -8.4% | +0.6% |
| 3Y | +191.0% | +36.5% | +154.5% | +161.6% |
| 5Y | +1,093.1% | +119.3% | +973.8% | +805.4% |
| All | +1,064.5% | +7.4% | +1,057.1% | +811.6% |
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