-0.5%
FISV vs MOD
+1,504.3%
-1,504.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.2% | -2.9% | -3.9% |
| 7D | -1.6% | +6.3% | -7.9% | -2.2% |
| 30D | -3.0% | -1.7% | -1.3% | -2.9% |
| 3M | -3.5% | -30.1% | +26.6% | -0.8% |
| 6M | -19.4% | +2.7% | -22.1% | -21.5% |
| YTD | -24.3% | +44.1% | -68.4% | -29.8% |
| 1Y | -62.4% | +38.7% | -101.1% | -65.1% |
| 3Y | -58.2% | +309.8% | -368.0% | -68.1% |
| 5Y | -56.5% | +1,569.7% | -1,626.2% | -73.7% |
| 10Y | -0.5% | +1,520.5% | -1,521.0% | -47.7% |
| All | -0.5% | +1,504.3% | -1,504.8% | -47.7% |
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