-55.0%
FIS vs MOD
-33.9%
-21.1%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +9.9% | -11.2% | -1.3% |
| 7D | -29.4% | -13.9% | -15.5% | -29.3% |
| 30D | -16.7% | -41.5% | +24.8% | -19.1% |
| 3M | -33.0% | -45.7% | +12.8% | -35.1% |
| 6M | -33.3% | -61.1% | +27.8% | -36.6% |
| YTD | -56.0% | -20.5% | -35.5% | -57.9% |
| All | -55.0% | -33.9% | -21.1% | -56.8% |
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