+376.5%
FIS vs MOD
+895.4%
-518.9%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.3% | -5.2% | -1.5% |
| 7D | +1.1% | +9.6% | -8.5% | -0.3% |
| 30D | -2.2% | 0.0% | -2.2% | -2.4% |
| 3M | +2.1% | -35.4% | +37.5% | +7.4% |
| 6M | -14.7% | -7.3% | -7.4% | -16.3% |
| YTD | -35.7% | +45.8% | -81.5% | -41.7% |
| 1Y | -37.1% | +43.1% | -80.2% | -43.4% |
| 3Y | -20.0% | +297.7% | -317.7% | -43.2% |
| 5Y | -62.1% | +1,478.8% | -1,540.9% | -79.8% |
| 10Y | -37.4% | +1,633.4% | -1,670.8% | -71.5% |
| All | +376.5% | +895.4% | -518.9% | +88.0% |
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 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