+282.7%
FIS vs MOH
+1,302.1%
-1,019.4%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.2% | -3.7% | -5.5% |
| 7D | -3.5% | -3.3% | -0.1% | -2.9% |
| 30D | -7.8% | -0.1% | -7.8% | -7.9% |
| 3M | +0.8% | -1.1% | +1.9% | +0.7% |
| 6M | -21.9% | +35.9% | -57.8% | -26.4% |
| YTD | -39.5% | +13.1% | -52.6% | -41.9% |
| 1Y | -41.0% | +11.8% | -52.8% | -43.6% |
| 3Y | -23.6% | -38.7% | +15.1% | -21.7% |
| 5Y | -65.6% | -25.1% | -40.5% | -66.3% |
| 10Y | -40.2% | +243.8% | -284.0% | -56.4% |
| All | +282.7% | +1,302.1% | -1,019.4% | +102.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling