-51.1%
FIS vs MOD
-33.0%
-18.1%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | -21.4% | -2.2% | -23.6% |
| 7D | -18.4% | -31.3% | +12.9% | -19.3% |
| 30D | -11.4% | -46.1% | +34.7% | -13.8% |
| 3M | -32.0% | -51.1% | +19.2% | -34.2% |
| 6M | -35.6% | -62.1% | +26.5% | -38.5% |
| YTD | -53.8% | -26.2% | -27.6% | -56.0% |
| 1Y | -51.1% | -32.6% | -18.5% | -53.1% |
| All | -51.1% | -33.0% | -18.1% | -53.1% |
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 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