-53.9%
FIS vs MOD
-37.3%
-16.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +5.7% | -8.0% | -2.3% |
| 7D | -25.5% | -25.5% | +0.1% | -25.6% |
| 30D | -15.1% | -49.0% | +34.0% | -17.7% |
| 3M | -32.1% | -49.8% | +17.7% | -34.2% |
| 6M | -36.1% | -64.8% | +28.7% | -39.1% |
| YTD | -55.4% | -27.6% | -27.8% | -57.4% |
| 1Y | -53.9% | -35.2% | -18.7% | -55.7% |
| All | -53.9% | -37.3% | -16.6% | -55.7% |
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