-51.1%
FIS vs MOS
-16.2%
-34.9%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | +17.4% | -41.0% | -20.1% |
| 7D | -18.4% | +17.9% | -36.4% | -14.6% |
| 30D | -11.4% | +1.6% | -12.9% | -7.5% |
| 3M | -32.0% | -4.0% | -28.0% | -29.1% |
| 6M | -35.6% | -4.1% | -31.5% | -33.0% |
| YTD | -53.8% | -7.8% | -46.0% | -52.3% |
| 1Y | -51.1% | -15.6% | -35.5% | -49.3% |
| All | -51.1% | -16.2% | -34.9% | -49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 MOS 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