+886.3%
MOD vs FTV
+107.5%
+778.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.9% | -3.8% | -3.7% |
| 7D | -17.8% | +1.4% | -19.2% | -19.1% |
| 30D | -43.2% | +18.3% | -61.5% | -51.5% |
| 3M | -46.0% | +9.8% | -55.9% | -51.0% |
| 6M | -62.2% | +12.3% | -74.6% | -66.5% |
| YTD | -22.8% | +23.1% | -45.9% | -38.4% |
| 1Y | -35.5% | +32.5% | -68.0% | -52.0% |
| 3Y | +128.2% | +38.3% | +89.9% | +68.9% |
| 5Y | +791.6% | +16.8% | +774.8% | +663.2% |
| 10Y | +886.3% | +106.6% | +779.8% | +552.5% |
| All | +886.3% | +107.5% | +778.8% | +552.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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