+545.7%
FICO vs MOD
+920.5%
-374.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.9% | +3.9% | +1.3% |
| 7D | +0.9% | -17.8% | +18.7% | +3.0% |
| 30D | +9.4% | -43.2% | +52.7% | +16.6% |
| 3M | -30.4% | -46.0% | +15.6% | -25.9% |
| 6M | -35.1% | -62.2% | +27.1% | -28.7% |
| YTD | -56.8% | -22.8% | -34.0% | -58.6% |
| 1Y | -58.4% | -35.5% | -22.9% | -59.2% |
| 3Y | -26.7% | +128.2% | -154.9% | -45.6% |
| 5Y | +88.0% | +791.6% | -703.6% | +5.7% |
| 10Y | +545.7% | +886.3% | -340.6% | +212.5% |
| All | +545.7% | +920.5% | -374.8% | +212.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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