+1,530.3%
MOD vs FLR
+242.2%
+1,288.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.3% | +6.6% | +5.6% |
| 7D | +9.6% | +5.4% | +4.2% | +6.3% |
| 30D | 0.0% | +11.4% | -11.4% | -7.1% |
| 3M | -35.4% | +11.4% | -46.8% | -39.4% |
| 6M | -7.3% | +16.6% | -23.9% | -16.1% |
| YTD | +45.8% | +41.7% | +4.1% | +18.0% |
| 1Y | +43.1% | +35.4% | +7.7% | +19.6% |
| 3Y | +297.7% | +57.3% | +240.4% | +205.5% |
| All | +1,530.3% | +242.2% | +1,288.1% | +853.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling