-79.9%
FIG vs MOH
+28.8%
-108.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +21.0% |
| 6M | -16.7% | +39.1% | -55.8% | -16.3% |
| YTD | -37.9% | +17.7% | -55.6% | -37.2% |
| 1Y | -58.5% | +8.4% | -66.9% | -58.7% |
| All | -79.9% | +28.8% | -108.7% | -76.6% |
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