+26.4%
FISV vs MOD
+1,005.7%
-979.3%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +9.9% | -8.9% | +0.1% |
| 7D | +22.3% | -13.9% | +36.3% | +23.5% |
| 30D | +39.2% | -41.5% | +80.7% | +45.6% |
| 3M | +21.2% | -45.7% | +66.9% | +27.4% |
| 6M | +14.5% | -61.1% | +75.6% | +23.0% |
| YTD | -5.4% | -20.5% | +15.1% | -7.9% |
| 1Y | -0.3% | -32.1% | +31.8% | -1.5% |
| 3Y | -46.8% | +146.5% | -193.3% | -57.7% |
| 5Y | -36.2% | +812.7% | -849.0% | -59.3% |
| 10Y | +26.4% | +966.8% | -940.4% | -29.7% |
| All | +26.4% | +1,005.7% | -979.3% | -29.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling