-71.9%
FIS vs MOD
+832.8%
-904.7%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +9.9% | -11.2% | -2.0% |
| 7D | -29.4% | -13.9% | -15.5% | -28.5% |
| 30D | -16.7% | -41.5% | +24.8% | -14.2% |
| 3M | -33.0% | -45.7% | +12.8% | -30.8% |
| 6M | -33.3% | -61.1% | +27.8% | -30.3% |
| YTD | -56.0% | -20.5% | -35.5% | -57.0% |
| 1Y | -54.6% | -32.1% | -22.5% | -55.1% |
| 3Y | -40.6% | +146.5% | -187.1% | -52.2% |
| 5Y | -71.9% | +812.7% | -884.7% | -82.1% |
| All | -71.9% | +832.8% | -904.7% | -82.1% |
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