-23.8%
FICO vs MOD
+116.8%
-140.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -7.3% | +8.2% | +1.3% |
| 7D | -0.3% | -34.2% | +33.9% | +1.6% |
| 30D | +1.7% | -51.9% | +53.6% | +5.1% |
| 3M | -35.2% | -53.0% | +17.8% | -33.1% |
| 6M | -33.7% | -66.4% | +32.7% | -30.2% |
| YTD | -58.2% | -31.5% | -26.6% | -61.1% |
| 1Y | -56.6% | -39.6% | -17.0% | -59.1% |
| All | -23.8% | +116.8% | -140.6% | -53.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling