-58.5%
FICO vs MOH
+49.5%
-108.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | +2.2% | +0.2% | +2.0% | +2.2% |
| 30D | +0.1% | +0.1% | -0.1% | 0.0% |
| 3M | -35.2% | +1.8% | -37.0% | -35.3% |
| 6M | -32.4% | +9.1% | -41.5% | -32.6% |
| YTD | -57.4% | +20.7% | -78.1% | -58.2% |
| 1Y | -58.5% | +51.3% | -109.8% | -61.8% |
| All | -58.5% | +49.5% | -108.1% | -61.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 1y: compounded portfolio wealth divided by compounded MOH 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…
1y analysis · Full analysis span regression · 6 months rolling