+83.1%
FICO vs MOD
+780.0%
-696.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -21.4% | +18.2% | -1.3% |
| 7D | +0.4% | -31.3% | +31.7% | +3.6% |
| 30D | +1.7% | -46.1% | +47.8% | +7.0% |
| 3M | -33.0% | -51.1% | +18.1% | -29.2% |
| 6M | -33.9% | -62.1% | +28.2% | -29.0% |
| YTD | -58.5% | -26.2% | -32.4% | -60.8% |
| 1Y | -56.4% | -32.6% | -23.8% | -58.4% |
| 3Y | -24.7% | +133.8% | -158.5% | -47.1% |
| 5Y | +83.1% | +792.8% | -709.6% | -6.1% |
| All | +83.1% | +780.0% | -696.9% | -6.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling