+906.4%
MOD vs FTV
+109.5%
+796.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.1% | +5.8% | +5.8% |
| 7D | -25.5% | +0.2% | -25.8% | -26.2% |
| 30D | -49.0% | +15.7% | -64.7% | -55.6% |
| 3M | -49.8% | +7.5% | -57.3% | -53.7% |
| 6M | -64.8% | +8.5% | -73.2% | -67.8% |
| YTD | -27.6% | +18.8% | -46.4% | -40.5% |
| 1Y | -35.2% | +28.5% | -63.7% | -50.6% |
| 3Y | +137.1% | +34.0% | +103.1% | +80.2% |
| 5Y | +760.3% | +12.6% | +747.7% | +659.8% |
| All | +906.4% | +109.5% | +796.8% | +594.8% |
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