-53.1%
FISV vs MOH
-19.7%
-33.5%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.0% | +3.4% | +5.2% |
| 7D | -2.7% | +1.7% | -4.4% | -2.8% |
| 30D | 0.0% | -0.9% | +0.9% | +0.1% |
| 3M | -2.8% | +5.7% | -8.5% | -3.6% |
| 6M | -11.8% | +39.1% | -51.0% | -15.4% |
| YTD | -23.2% | +17.7% | -40.9% | -25.5% |
| 1Y | -62.0% | +8.4% | -70.4% | -62.8% |
| 3Y | -57.6% | -36.6% | -21.0% | -56.5% |
| All | -53.1% | -19.7% | -33.5% | -56.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling