+950.5%
MOD vs FTV
+119.2%
+831.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -4.3% | -3.0% | -3.6% |
| 7D | -34.2% | -0.6% | -33.5% | -34.2% |
| 30D | -51.9% | +13.0% | -64.9% | -57.2% |
| 3M | -53.0% | +6.8% | -59.8% | -56.3% |
| 6M | -66.4% | +8.0% | -74.4% | -69.1% |
| YTD | -31.5% | +18.9% | -50.4% | -43.6% |
| 1Y | -39.6% | +30.8% | -70.4% | -54.4% |
| 3Y | +116.8% | +33.4% | +83.5% | +66.5% |
| 5Y | +713.8% | +12.7% | +701.1% | +620.7% |
| 10Y | +882.7% | +111.6% | +771.1% | +532.8% |
| All | +950.5% | +119.2% | +831.3% | +571.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling