-3.7%
FISV vs MOD
-33.0%
+29.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -21.4% | +27.7% | +4.1% |
| 7D | +29.6% | -31.3% | +61.0% | +25.7% |
| 30D | +34.5% | -46.1% | +80.6% | +28.3% |
| 3M | +11.2% | -51.1% | +62.4% | +5.3% |
| 6M | -1.2% | -62.1% | +60.8% | -7.9% |
| YTD | -7.6% | -26.2% | +18.6% | -11.3% |
| 1Y | -3.7% | -32.6% | +28.8% | -7.6% |
| All | -3.7% | -33.0% | +29.2% | -7.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling