-51.7%
FIG vs MOH
+53.5%
-105.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +8.9% | -3.7% | +4.8% |
| 7D | -4.7% | +14.3% | -18.9% | -5.2% |
| 30D | +0.5% | +16.7% | -16.1% | +0.1% |
| 3M | -18.4% | +18.3% | -36.7% | -18.7% |
| 6M | +10.9% | +15.8% | -4.9% | +12.0% |
| YTD | -40.8% | +30.5% | -71.3% | -39.3% |
| 1Y | -51.7% | +49.3% | -101.0% | -52.7% |
| All | -51.7% | +53.5% | -105.2% | -52.7% |
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