+6.9%
FPS vs MOH
+9.9%
-3.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.1% | -3.0% | -4.3% |
| 7D | +5.3% | -4.2% | +9.5% | +4.3% |
| 30D | -17.6% | -2.4% | -15.2% | -18.0% |
| 3M | -45.8% | -4.4% | -41.4% | -46.0% |
| 6M | -10.1% | +32.9% | -43.1% | -2.7% |
| All | +6.9% | +9.9% | -3.0% | +10.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling