+820.4%
MOD vs FLR
+127.2%
+693.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.4% | +3.1% | +3.3% |
| 7D | +8.2% | +6.3% | +1.9% | +4.6% |
| 30D | -38.2% | +1.8% | -40.0% | -38.4% |
| 3M | -46.2% | -4.4% | -41.8% | -44.5% |
| 6M | -62.5% | +15.9% | -78.4% | -65.5% |
| YTD | -20.1% | +27.7% | -47.8% | -31.6% |
| 1Y | -29.7% | +11.6% | -41.3% | -34.5% |
| 3Y | +136.2% | +39.9% | +96.3% | +91.3% |
| 5Y | +820.4% | +127.5% | +692.9% | +511.8% |
| All | +820.4% | +127.2% | +693.2% | +511.8% |
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 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