-22.3%
MOH vs FDS
-29.0%
+6.7%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.2% | +3.2% | +2.3% |
| 7D | +1.7% | -14.0% | +15.7% | +5.4% |
| 30D | -0.9% | -6.2% | +5.3% | +0.3% |
| 3M | +5.7% | +10.2% | -4.5% | +2.1% |
| 6M | +39.1% | +27.4% | +11.7% | +27.4% |
| YTD | +17.7% | -9.3% | +26.9% | +20.0% |
| 1Y | +8.4% | -28.6% | +37.0% | +19.5% |
| 3Y | -36.6% | -36.8% | +0.3% | -28.5% |
| All | -22.3% | -29.0% | +6.7% | -9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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