+807.8%
MOD vs FND
+68.8%
+739.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.7% | +4.2% | +3.8% |
| 7D | +8.2% | -4.4% | +12.6% | +10.3% |
| 30D | -38.2% | +14.5% | -52.7% | -42.6% |
| 3M | -46.2% | -15.6% | -30.6% | -43.8% |
| 6M | -62.5% | +4.7% | -67.3% | -64.8% |
| YTD | -20.1% | -16.1% | -4.0% | -18.9% |
| 1Y | -29.7% | -16.0% | -13.7% | -28.6% |
| 3Y | +136.2% | -35.5% | +171.7% | +157.0% |
| 5Y | +820.4% | -60.5% | +880.9% | +1,043.6% |
| All | +807.8% | +68.8% | +739.0% | +505.2% |
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