-2.0%
FISV vs MOH
+43.5%
-45.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.3% | +5.4% | +1.3% |
| 7D | +29.4% | +8.9% | +20.5% | +29.0% |
| 30D | +38.0% | +11.0% | +27.0% | +37.5% |
| 3M | +15.9% | +11.0% | +4.9% | +15.8% |
| 6M | +9.5% | +12.7% | -3.2% | +9.4% |
| YTD | -6.6% | +24.8% | -31.4% | -5.7% |
| 1Y | -2.0% | +44.7% | -46.6% | -4.6% |
| All | -2.0% | +43.5% | -45.4% | -4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 1y: compounded portfolio wealth divided by compounded MOH 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…
1y analysis · Full analysis span regression · 6 months rolling