+1,530.3%
MOD vs FTV
+2.3%
+1,528.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.0% | +5.3% | +5.2% |
| 7D | +9.6% | -4.5% | +14.1% | +14.4% |
| 30D | 0.0% | -7.1% | +7.1% | +7.2% |
| 3M | -35.4% | -7.2% | -28.2% | -30.9% |
| 6M | -7.3% | -1.5% | -5.8% | -6.9% |
| YTD | +45.8% | +3.5% | +42.3% | +36.1% |
| 1Y | +43.1% | +20.3% | +22.8% | +12.5% |
| 3Y | +297.7% | -3.1% | +300.8% | +309.3% |
| All | +1,530.3% | +2.3% | +1,528.0% | +1,225.3% |
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