+1,064.5%
MOD vs FTV
+109.2%
+955.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | +0.1% | +27.8% | +27.8% |
| 7D | +40.4% | +3.9% | +36.5% | +35.9% |
| 30D | -14.0% | +18.7% | -32.7% | -26.8% |
| 3M | -33.3% | +10.0% | -43.4% | -39.6% |
| 6M | -51.4% | +14.6% | -66.0% | -57.6% |
| YTD | +1.6% | +23.4% | -21.8% | -19.2% |
| 1Y | +5.4% | +31.3% | -25.9% | -20.9% |
| 3Y | +191.0% | +39.8% | +151.2% | +113.3% |
| 5Y | +1,093.1% | +17.7% | +1,075.5% | +915.2% |
| All | +1,064.5% | +109.2% | +955.2% | +624.7% |
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