-57.9%
FICO vs MOD
-37.3%
-20.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.7% | -6.1% | +0.4% |
| 7D | -0.9% | -25.5% | +24.6% | -4.6% |
| 30D | +3.3% | -49.0% | +52.3% | -6.1% |
| 3M | -31.7% | -49.8% | +18.1% | -37.5% |
| 6M | -34.0% | -64.8% | +30.8% | -40.5% |
| YTD | -58.3% | -27.6% | -30.7% | -63.7% |
| 1Y | -57.9% | -35.2% | -22.7% | -63.3% |
| All | -57.9% | -37.3% | -20.6% | -63.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling