+707.3%
MOD vs FTV
+12.1%
+695.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -4.3% | -3.0% | -3.3% |
| 7D | -34.2% | -0.6% | -33.5% | -34.2% |
| 30D | -51.9% | +13.0% | -64.9% | -57.6% |
| 3M | -53.0% | +6.8% | -59.8% | -56.5% |
| 6M | -66.4% | +8.0% | -74.4% | -69.3% |
| YTD | -31.5% | +18.9% | -50.4% | -44.9% |
| 1Y | -39.6% | +30.8% | -70.4% | -56.2% |
| 3Y | +116.8% | +33.4% | +83.5% | +59.6% |
| All | +707.3% | +12.1% | +695.3% | +477.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling