-53.9%
FISV vs MOD
+1,486.5%
-1,540.4%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.3% | -3.8% | +0.2% |
| 7D | -0.3% | +9.6% | -9.9% | -1.0% |
| 30D | -2.1% | 0.0% | -2.1% | -2.1% |
| 3M | -5.7% | -35.4% | +29.6% | -3.0% |
| 6M | -15.3% | -7.3% | -8.1% | -16.6% |
| YTD | -21.1% | +45.8% | -66.9% | -26.4% |
| 1Y | -61.1% | +43.1% | -104.2% | -63.8% |
| 3Y | -56.8% | +297.7% | -354.5% | -66.8% |
| All | -53.9% | +1,486.5% | -1,540.4% | -73.4% |
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