+238.2%
FIS vs MOS
+195.3%
+42.8%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.3% | -4.5% | -1.8% |
| 7D | -21.2% | +22.5% | -43.7% | -25.1% |
| 30D | -12.1% | +6.6% | -18.7% | -14.3% |
| 3M | -30.6% | -3.8% | -26.8% | -31.2% |
| 6M | -35.5% | -2.2% | -33.3% | -36.6% |
| YTD | -54.4% | -4.8% | -49.6% | -55.5% |
| 1Y | -52.9% | -11.7% | -41.2% | -53.5% |
| 3Y | -38.7% | -26.5% | -12.1% | -38.4% |
| 5Y | -70.4% | -32.2% | -38.2% | -70.7% |
| 10Y | -52.8% | +10.2% | -62.9% | -61.7% |
| All | +238.2% | +195.3% | +42.8% | +81.1% |
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