+803.4%
MOD vs FND
+76.3%
+727.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +4.1% | +5.8% | +8.3% |
| 7D | -13.9% | +8.5% | -22.5% | -17.7% |
| 30D | -41.5% | +17.2% | -58.7% | -46.2% |
| 3M | -45.7% | -14.9% | -30.8% | -43.4% |
| 6M | -61.1% | +3.1% | -64.2% | -63.2% |
| YTD | -20.5% | -12.4% | -8.1% | -20.6% |
| 1Y | -32.1% | -10.0% | -22.1% | -33.0% |
| 3Y | +146.5% | -31.3% | +177.8% | +161.8% |
| 5Y | +812.7% | -60.3% | +873.0% | +1,033.0% |
| All | +803.4% | +76.3% | +727.1% | +492.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 10y: compounded portfolio wealth divided by compounded FND 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…
10y analysis · Full analysis span regression · 6 months rolling