+722.2%
MOD vs FND
+69.4%
+652.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.4% | +6.1% | +5.9% |
| 7D | -25.5% | +7.7% | -33.2% | -28.8% |
| 30D | -49.0% | +11.9% | -60.9% | -52.2% |
| 3M | -49.8% | -14.6% | -35.2% | -47.9% |
| 6M | -64.8% | +0.5% | -65.2% | -66.4% |
| YTD | -27.6% | -15.8% | -11.8% | -26.7% |
| 1Y | -35.2% | -12.9% | -22.3% | -35.3% |
| 3Y | +137.1% | -34.2% | +171.3% | +155.7% |
| 5Y | +760.3% | -61.6% | +821.8% | +979.6% |
| All | +722.2% | +69.4% | +652.8% | +446.8% |
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