+104,095.6%
FICO vs MOD
+3,565.2%
+100,530.3%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +4.3% | -21.0% | -17.5% |
| 7D | -19.2% | +9.6% | -28.8% | -20.8% |
| 30D | -14.6% | 0.0% | -14.6% | -15.0% |
| 3M | -20.1% | -35.4% | +15.3% | -14.9% |
| 6M | -36.3% | -7.3% | -29.0% | -38.3% |
| YTD | -44.9% | +45.8% | -90.7% | -52.0% |
| 1Y | -38.6% | +43.1% | -81.8% | -47.2% |
| 3Y | +4.0% | +297.7% | -293.7% | -33.1% |
| 5Y | +99.5% | +1,478.8% | -1,379.2% | -9.4% |
| 10Y | +604.7% | +1,633.4% | -1,028.7% | +163.7% |
| All | +104,095.6% | +3,565.2% | +100,530.3% | +20,834.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling