-54.5%
FIS vs MOD
+911.6%
-966.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +5.7% | -8.0% | -2.8% |
| 7D | -25.5% | -25.5% | +0.1% | -23.2% |
| 30D | -15.1% | -49.0% | +34.0% | -9.7% |
| 3M | -32.1% | -49.8% | +17.7% | -27.9% |
| 6M | -36.1% | -64.8% | +28.7% | -30.7% |
| YTD | -55.4% | -27.6% | -27.8% | -55.7% |
| 1Y | -53.9% | -35.2% | -18.7% | -53.8% |
| 3Y | -39.8% | +137.1% | -176.9% | -51.2% |
| 5Y | -71.1% | +760.3% | -831.4% | -81.0% |
| All | -54.5% | +911.6% | -966.1% | -71.9% |
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