-71.4%
FIS vs MOD
+748.9%
-820.3%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +5.7% | -8.0% | -2.6% |
| 7D | -25.5% | -25.5% | +0.1% | -23.9% |
| 30D | -15.1% | -49.0% | +34.0% | -11.7% |
| 3M | -32.1% | -49.8% | +17.7% | -29.5% |
| 6M | -36.1% | -64.8% | +28.7% | -32.7% |
| YTD | -55.4% | -27.6% | -27.8% | -56.1% |
| 1Y | -53.9% | -35.2% | -18.7% | -54.4% |
| 3Y | -39.8% | +137.1% | -176.9% | -51.5% |
| All | -71.4% | +748.9% | -820.3% | -81.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling