+356.3%
MOD vs FLR
+463.7%
-107.4%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -5.5% | -1.8% | -4.8% |
| 7D | -34.2% | -5.4% | -28.7% | -32.3% |
| 30D | -51.9% | -13.5% | -38.4% | -48.3% |
| 3M | -53.0% | -10.8% | -42.3% | -50.8% |
| 6M | -66.4% | -15.1% | -51.2% | -63.9% |
| YTD | -31.5% | +13.5% | -45.0% | -35.5% |
| 1Y | -39.6% | -5.1% | -34.4% | -38.1% |
| 3Y | +116.8% | +22.7% | +94.1% | +96.7% |
| 5Y | +713.8% | +94.8% | +619.0% | +484.3% |
| 10Y | +882.7% | +8.7% | +874.0% | +571.3% |
| All | +356.3% | +463.7% | -107.4% | +117.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling