+716.1%
HBAN vs MOS
+123.1%
+592.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | -2.0% | +21.6% | -23.6% | -7.1% |
| 30D | +2.0% | +12.0% | -10.0% | -1.5% |
| 3M | -10.0% | -3.9% | -6.1% | -10.0% |
| 6M | -5.3% | -3.3% | -1.9% | -6.1% |
| YTD | -8.2% | -4.6% | -3.6% | -9.9% |
| 1Y | +4.2% | -7.0% | +11.2% | +2.7% |
| 3Y | +66.7% | -24.4% | +91.1% | +69.0% |
| 5Y | +21.7% | -32.1% | +53.9% | +22.4% |
| 10Y | +131.2% | +10.3% | +120.8% | +91.7% |
| All | +716.1% | +123.1% | +592.9% | +413.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 MOS 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