-52.0%
FIS vs MOD
+915.9%
-967.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +3.5% | +3.2% | +6.4% |
| 7D | +1.5% | +8.2% | -6.7% | +0.6% |
| 30D | -11.8% | -38.2% | +26.3% | -7.9% |
| 3M | -28.5% | -46.2% | +17.7% | -24.7% |
| 6M | -27.0% | -62.5% | +35.5% | -21.3% |
| YTD | -53.1% | -20.1% | -33.0% | -53.9% |
| 1Y | -52.8% | -29.7% | -23.1% | -53.1% |
| 3Y | -37.5% | +136.2% | -173.7% | -49.3% |
| 5Y | -71.1% | +820.4% | -891.4% | -81.2% |
| 10Y | -52.0% | +839.8% | -891.8% | -71.5% |
| All | -52.0% | +915.9% | -967.9% | -71.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling