+128.2%
MOD vs FLR
+47.2%
+81.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.2% | -3.1% | -3.1% |
| 7D | -17.8% | +5.1% | -22.9% | -20.3% |
| 30D | -43.2% | -0.5% | -42.8% | -42.6% |
| 3M | -46.0% | -3.5% | -42.6% | -44.5% |
| 6M | -62.2% | +16.5% | -78.7% | -65.9% |
| YTD | -22.8% | +27.3% | -50.1% | -36.0% |
| 1Y | -35.5% | +10.6% | -46.1% | -40.8% |
| 3Y | +128.2% | +39.4% | +88.9% | +72.5% |
| All | +128.2% | +47.2% | +81.0% | +72.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling