-40.6%
FIS vs MOH
+264.4%
-304.9%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.0% | -1.8% | -0.2% |
| 7D | -7.9% | +1.7% | -9.6% | -8.1% |
| 30D | -8.0% | -0.9% | -7.1% | -7.8% |
| 3M | +0.6% | +5.7% | -5.1% | -0.6% |
| 6M | -22.2% | +39.1% | -61.3% | -27.0% |
| YTD | -40.8% | +17.7% | -58.5% | -43.5% |
| 1Y | -41.5% | +8.4% | -49.9% | -43.8% |
| 3Y | -25.5% | -36.6% | +11.1% | -23.7% |
| 5Y | -64.8% | -19.1% | -45.7% | -66.4% |
| All | -40.6% | +264.4% | -304.9% | -53.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling