-70.8%
FIS vs MOD
+1,086.9%
-1,157.7%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +27.9% | -23.7% | +2.2% |
| 7D | +2.8% | +40.4% | -37.6% | +0.2% |
| 30D | -16.7% | -14.0% | -2.7% | -16.4% |
| 3M | -32.3% | -33.3% | +1.1% | -31.3% |
| 6M | -29.1% | -51.4% | +22.4% | -27.1% |
| YTD | -54.1% | +1.6% | -55.7% | -56.1% |
| 1Y | -53.7% | +5.4% | -59.1% | -55.9% |
| 3Y | -38.8% | +191.0% | -229.8% | -51.2% |
| All | -70.8% | +1,086.9% | -1,157.7% | -82.0% |
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