+238.2%
FIS vs MOD
+358.0%
-119.8%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -7.3% | +6.0% | -0.2% |
| 7D | -21.2% | -34.2% | +13.0% | -15.9% |
| 30D | -12.1% | -51.9% | +39.8% | -2.2% |
| 3M | -30.6% | -53.0% | +22.4% | -22.9% |
| 6M | -35.5% | -66.4% | +30.9% | -26.1% |
| YTD | -54.4% | -31.5% | -22.8% | -53.9% |
| 1Y | -52.9% | -39.6% | -13.3% | -51.8% |
| 3Y | -38.7% | +116.8% | -155.5% | -52.5% |
| 5Y | -70.4% | +713.8% | -784.2% | -82.6% |
| 10Y | -52.8% | +882.7% | -935.5% | -76.8% |
| All | +238.2% | +358.0% | -119.8% | +49.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling