+137.1%
MOD vs FLR
+27.4%
+109.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.3% | +2.4% | +3.4% |
| 7D | -25.5% | -0.8% | -24.7% | -24.9% |
| 30D | -49.0% | -9.1% | -39.9% | -45.2% |
| 3M | -49.8% | -4.7% | -45.2% | -48.8% |
| 6M | -64.8% | -14.2% | -50.5% | -61.6% |
| YTD | -27.6% | +17.3% | -44.9% | -36.6% |
| 1Y | -35.2% | +4.3% | -39.5% | -38.0% |
| 3Y | +137.1% | +30.7% | +106.4% | +91.2% |
| All | +137.1% | +27.4% | +109.7% | +91.2% |
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