+6.2%
FICO vs MOH
-37.5%
+43.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.2% | -5.5% | -2.5% |
| 7D | -14.1% | -1.3% | -12.8% | -14.1% |
| 30D | -7.5% | +3.0% | -10.4% | -7.7% |
| 3M | -21.3% | +1.2% | -22.5% | -21.3% |
| 6M | -25.2% | +41.7% | -67.0% | -26.4% |
| YTD | -43.2% | +15.4% | -58.6% | -43.7% |
| 1Y | -37.2% | +11.8% | -49.0% | -37.9% |
| All | +6.2% | -37.5% | +43.7% | +2.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling