-47.5%
FISV vs MOD
+201.5%
-249.0%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +27.9% | -24.2% | +3.0% |
| 7D | +1.4% | +40.4% | -39.0% | +0.6% |
| 30D | +38.4% | -14.0% | +52.4% | +38.7% |
| 3M | +14.9% | -33.3% | +48.3% | +16.1% |
| 6M | +21.8% | -51.4% | +73.2% | +24.1% |
| YTD | -5.0% | +1.6% | -6.7% | -9.4% |
| 1Y | -1.2% | +5.4% | -6.5% | -6.5% |
| 3Y | -47.5% | +191.0% | -238.5% | -53.6% |
| All | -47.5% | +201.5% | -249.0% | -53.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling