-22.6%
FPS vs MOH
+28.2%
-50.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +8.9% | -26.3% | -14.1% |
| 7D | -23.3% | +14.3% | -37.6% | -19.0% |
| 30D | -42.4% | +16.7% | -59.1% | -38.7% |
| 3M | -43.0% | +18.3% | -61.4% | -39.1% |
| 6M | -44.5% | +15.8% | -60.3% | -40.5% |
| All | -22.6% | +28.2% | -50.8% | -15.1% |
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