+5.4%
MOD vs FLR
+8.4%
-3.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | -1.1% | +29.0% | +28.6% |
| 7D | +40.4% | +5.4% | +35.0% | +35.2% |
| 30D | -14.0% | +2.8% | -16.8% | -15.4% |
| 3M | -33.3% | -6.4% | -26.9% | -30.3% |
| 6M | -51.4% | +8.8% | -60.2% | -53.9% |
| YTD | +1.6% | +23.6% | -22.0% | -18.5% |
| 1Y | +5.4% | +13.8% | -8.4% | -6.8% |
| All | +5.4% | +8.4% | -3.0% | -6.8% |
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 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