-53.9%
FIS vs MOS
-11.3%
-42.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.4% | -2.2% |
| 7D | -25.5% | +21.6% | -47.1% | -21.4% |
| 30D | -15.1% | +12.0% | -27.0% | -10.5% |
| 3M | -32.1% | -3.9% | -28.2% | -28.8% |
| 6M | -36.1% | -3.3% | -32.7% | -33.1% |
| YTD | -55.4% | -4.6% | -50.7% | -53.7% |
| 1Y | -53.9% | -7.0% | -46.9% | -52.1% |
| All | -53.9% | -11.3% | -42.6% | -52.1% |
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 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