-37.4%
FISV vs MOD
+1,086.9%
-1,124.2%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +27.9% | -24.2% | +2.0% |
| 7D | +1.4% | +40.4% | -39.0% | -0.8% |
| 30D | +38.4% | -14.0% | +52.4% | +39.1% |
| 3M | +14.9% | -33.3% | +48.3% | +17.3% |
| 6M | +21.8% | -51.4% | +73.2% | +26.3% |
| YTD | -5.0% | +1.6% | -6.7% | -9.8% |
| 1Y | -1.2% | +5.4% | -6.5% | -7.0% |
| 3Y | -47.5% | +191.0% | -238.5% | -58.9% |
| All | -37.4% | +1,086.9% | -1,124.2% | -62.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling