-47.4%
FISV vs MOD
+129.2%
-176.6%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.7% | -5.5% | +0.1% |
| 7D | +25.7% | -25.5% | +51.3% | +26.3% |
| 30D | +38.8% | -49.0% | +87.8% | +41.2% |
| 3M | +16.2% | -49.8% | +66.0% | +18.2% |
| 6M | +12.1% | -64.8% | +76.8% | +15.1% |
| YTD | -6.4% | -27.6% | +21.3% | -9.9% |
| 1Y | +2.0% | -35.2% | +37.2% | -1.3% |
| 3Y | -47.4% | +137.1% | -184.6% | -53.3% |
| All | -47.4% | +129.2% | -176.6% | -53.3% |
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