-58.5%
FIG vs MOH
+4.9%
-63.5%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.0% | +2.8% | +4.7% |
| 7D | -3.8% | +1.7% | -5.5% | -3.9% |
| 30D | -2.3% | -0.9% | -1.4% | -2.3% |
| 3M | +20.0% | +5.7% | +14.2% | +21.1% |
| 6M | -16.7% | +39.1% | -55.8% | -16.1% |
| YTD | -37.9% | +17.7% | -55.6% | -37.0% |
| 1Y | -58.5% | +8.4% | -66.9% | -57.9% |
| All | -58.5% | +4.9% | -63.5% | -57.9% |
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