-35.5%
FIS vs MOS
-0.6%
-34.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.3% | -4.5% | -0.2% |
| 7D | -21.2% | +22.5% | -43.7% | -14.4% |
| 30D | -12.1% | +6.6% | -18.7% | -4.0% |
| 3M | -30.6% | -3.8% | -26.8% | -24.0% |
| 6M | -35.5% | -2.2% | -33.3% | -29.6% |
| All | -35.5% | -0.6% | -34.9% | -29.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling