-71.4%
FIS vs MOS
-32.4%
-39.0%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.4% | -2.3% |
| 7D | -25.5% | +21.6% | -47.1% | -27.6% |
| 30D | -15.1% | +12.0% | -27.0% | -16.5% |
| 3M | -32.1% | -3.9% | -28.2% | -31.8% |
| 6M | -36.1% | -3.3% | -32.7% | -36.1% |
| YTD | -55.4% | -4.6% | -50.7% | -56.0% |
| 1Y | -53.9% | -7.0% | -46.9% | -54.4% |
| 3Y | -39.8% | -24.4% | -15.3% | -39.2% |
| All | -71.4% | -32.4% | -39.0% | -70.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling