-51.1%
FIS vs MOH
+53.5%
-104.6%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | +8.9% | -32.6% | -23.3% |
| 7D | -18.4% | +14.3% | -32.7% | -18.2% |
| 30D | -11.4% | +16.7% | -28.1% | -11.1% |
| 3M | -32.0% | +18.3% | -50.3% | -31.7% |
| 6M | -35.6% | +15.8% | -51.4% | -35.3% |
| YTD | -53.8% | +30.5% | -84.3% | -53.2% |
| 1Y | -51.1% | +49.3% | -100.3% | -50.7% |
| All | -51.1% | +53.5% | -104.6% | -50.7% |
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