-32.0%
FIS vs MOD
-52.1%
+20.1%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | -21.4% | -2.2% | -17.2% |
| 7D | -18.4% | -31.3% | +12.9% | -12.2% |
| 30D | -11.4% | -46.1% | +34.7% | -3.9% |
| 3M | -32.0% | -51.1% | +19.2% | -25.8% |
| All | -32.0% | -52.1% | +20.1% | -25.8% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling