-70.8%
FIS vs MOS
-33.6%
-37.2%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.7% | +3.4% | +4.1% |
| 7D | +2.8% | -2.0% | +4.8% | +3.1% |
| 30D | -16.7% | +15.3% | -32.0% | -18.6% |
| 3M | -32.3% | +1.5% | -33.8% | -32.6% |
| 6M | -29.1% | -2.0% | -27.1% | -29.3% |
| YTD | -54.1% | -6.5% | -47.6% | -54.7% |
| 1Y | -53.7% | -11.1% | -42.7% | -53.9% |
| 3Y | -38.8% | -30.3% | -8.6% | -37.3% |
| All | -70.8% | -33.6% | -37.2% | -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