+8.4%
MOH vs FIGR
-3.1%
+11.5%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -4.6% | +6.6% | +1.8% |
| 7D | +1.7% | -3.0% | +4.7% | +1.6% |
| 30D | -0.9% | +13.7% | -14.5% | -0.3% |
| 3M | +5.7% | +23.9% | -18.2% | +6.8% |
| 6M | +39.1% | -8.4% | +47.6% | +38.9% |
| YTD | +17.7% | -14.6% | +32.3% | +19.1% |
| 1Y | +8.4% | +12.1% | -3.7% | +13.4% |
| All | +8.4% | -3.1% | +11.5% | +13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 FIGR 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