-55.5%
FIS vs MOD
+920.5%
-976.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.9% | +2.8% | +0.2% |
| 7D | -27.4% | -17.8% | -9.6% | -25.8% |
| 30D | -16.8% | -43.2% | +26.4% | -12.5% |
| 3M | -32.6% | -46.0% | +13.4% | -29.0% |
| 6M | -33.4% | -62.2% | +28.8% | -28.3% |
| YTD | -56.0% | -22.8% | -33.2% | -56.6% |
| 1Y | -55.1% | -35.5% | -19.6% | -55.0% |
| 3Y | -41.4% | +128.2% | -169.6% | -52.3% |
| 5Y | -72.7% | +791.6% | -864.3% | -82.1% |
| 10Y | -55.5% | +886.3% | -941.8% | -73.2% |
| All | -55.5% | +920.5% | -976.0% | -73.2% |
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 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