+11,131.7%
FISV vs MOD
+3,565.2%
+7,566.4%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.3% | -3.8% | -0.2% |
| 7D | -0.3% | +9.6% | -9.9% | -1.9% |
| 30D | -2.1% | 0.0% | -2.1% | -2.3% |
| 3M | -5.7% | -35.4% | +29.6% | -0.2% |
| 6M | -15.3% | -7.3% | -8.1% | -17.0% |
| YTD | -21.1% | +45.8% | -66.9% | -29.4% |
| 1Y | -61.1% | +43.1% | -104.2% | -65.4% |
| 3Y | -56.8% | +297.7% | -354.5% | -70.4% |
| 5Y | -54.2% | +1,478.8% | -1,532.9% | -76.9% |
| 10Y | +1.6% | +1,633.4% | -1,631.8% | -57.1% |
| All | +11,131.7% | +3,565.2% | +7,566.4% | +3,222.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling