-54.5%
FIS vs MOS
+8.6%
-63.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.4% | -2.3% |
| 7D | -25.5% | +21.6% | -47.1% | -28.6% |
| 30D | -15.1% | +12.0% | -27.0% | -17.6% |
| 3M | -32.1% | -3.9% | -28.2% | -32.4% |
| 6M | -36.1% | -3.3% | -32.7% | -36.7% |
| YTD | -55.4% | -4.6% | -50.7% | -56.3% |
| 1Y | -53.9% | -7.0% | -46.9% | -54.7% |
| 3Y | -39.8% | -24.4% | -15.3% | -39.6% |
| 5Y | -71.1% | -32.1% | -39.0% | -71.2% |
| All | -54.5% | +8.6% | -63.1% | -64.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling