-40.6%
FIS vs MOS
-24.9%
-15.8%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.8% | -3.2% | -1.4% |
| 7D | -29.4% | +19.7% | -49.1% | -29.3% |
| 30D | -16.7% | +21.5% | -38.2% | -16.7% |
| 3M | -33.0% | -0.4% | -32.6% | -31.7% |
| 6M | -33.3% | +4.5% | -37.9% | -32.7% |
| YTD | -56.0% | -2.9% | -53.1% | -55.9% |
| 1Y | -54.6% | -7.7% | -46.9% | -54.1% |
| 3Y | -40.6% | -25.6% | -15.0% | -38.3% |
| All | -40.6% | -24.9% | -15.8% | -38.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling