+0.7%
FPS vs MOH
+13.4%
-12.7%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +3.2% | -8.9% | -5.0% |
| 7D | -4.6% | -1.3% | -3.3% | -4.8% |
| 30D | -22.6% | +3.0% | -25.5% | -21.9% |
| 3M | -45.1% | +1.2% | -46.3% | -44.5% |
| 6M | -17.8% | +41.7% | -59.6% | -9.3% |
| All | +0.7% | +13.4% | -12.7% | +4.8% |
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