+808.1%
MOD vs FLR
+8.6%
+799.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.2% | -3.1% | -3.0% |
| 7D | -17.8% | +5.1% | -22.9% | -19.2% |
| 30D | -43.2% | -0.5% | -42.8% | -42.8% |
| 3M | -46.0% | -3.5% | -42.6% | -45.0% |
| 6M | -62.2% | +16.5% | -78.7% | -64.1% |
| YTD | -22.8% | +27.3% | -50.1% | -29.5% |
| 1Y | -35.5% | +10.6% | -46.1% | -37.6% |
| 3Y | +128.2% | +39.4% | +88.9% | +103.5% |
| 5Y | +791.6% | +126.4% | +665.2% | +568.9% |
| All | +808.1% | +8.6% | +799.5% | +603.8% |
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