+502.1%
FICO vs MOD
+857.0%
-354.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -7.3% | +8.2% | +1.8% |
| 7D | -0.3% | -34.2% | +33.9% | +4.7% |
| 30D | +1.7% | -51.9% | +53.6% | +10.7% |
| 3M | -35.2% | -53.0% | +17.8% | -29.8% |
| 6M | -33.7% | -66.4% | +32.7% | -26.0% |
| YTD | -58.2% | -31.5% | -26.6% | -59.3% |
| 1Y | -56.6% | -39.6% | -17.0% | -57.1% |
| 3Y | -24.0% | +116.8% | -140.8% | -43.3% |
| 5Y | +86.1% | +713.8% | -627.7% | +6.0% |
| All | +502.1% | +857.0% | -354.9% | +190.9% |
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