+376.5%
FIS vs MOS
+239.0%
+137.5%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.4% | -2.3% | -1.2% |
| 7D | +1.1% | +9.5% | -8.4% | -0.7% |
| 30D | -2.2% | +10.4% | -12.6% | -4.2% |
| 3M | +2.1% | +12.9% | -10.7% | -0.8% |
| 6M | -14.7% | +1.2% | -15.9% | -16.1% |
| YTD | -35.7% | +9.3% | -45.0% | -38.0% |
| 1Y | -37.1% | -18.0% | -19.1% | -36.1% |
| 3Y | -20.0% | -29.0% | +9.0% | -18.0% |
| 5Y | -62.1% | -9.6% | -52.5% | -64.1% |
| 10Y | -37.4% | +6.1% | -43.4% | -48.1% |
| All | +376.5% | +239.0% | +137.5% | +152.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling