+571.5%
MOD vs SFM
+47.4%
+524.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -5.1% | -2.1% | -6.5% |
| 7D | -34.2% | +7.5% | -41.7% | -35.1% |
| 30D | -51.9% | -20.8% | -31.1% | -50.6% |
| 3M | -53.0% | -39.4% | -13.7% | -49.8% |
| 6M | -66.4% | -34.5% | -31.9% | -64.8% |
| YTD | -31.5% | -35.2% | +3.7% | -28.9% |
| 1Y | -39.6% | -35.3% | -4.3% | -37.3% |
| 3Y | +116.8% | +23.9% | +92.9% | +99.7% |
| 5Y | +713.8% | +113.8% | +600.0% | +576.9% |
| 10Y | +882.7% | +152.0% | +730.7% | +656.2% |
| All | +571.5% | +47.4% | +524.1% | +495.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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