-18.5%
FIS vs MOD
+300.6%
-319.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.3% | -5.2% | -1.0% |
| 7D | +1.1% | +9.6% | -8.5% | +0.9% |
| 30D | -2.2% | 0.0% | -2.2% | -2.2% |
| 3M | +2.1% | -35.4% | +37.5% | +3.3% |
| 6M | -14.7% | -7.3% | -7.4% | -15.6% |
| YTD | -35.7% | +45.8% | -81.5% | -38.5% |
| 1Y | -37.1% | +43.1% | -80.2% | -40.0% |
| All | -18.5% | +300.6% | -319.1% | -38.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling