+735.6%
HBAN vs MOS
+129.4%
+606.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.7% |
| 7D | -0.1% | +24.8% | -24.9% | -5.9% |
| 30D | +3.4% | +22.7% | -19.3% | -2.3% |
| 3M | -9.1% | -1.2% | -7.9% | -9.7% |
| 6M | +0.1% | +5.5% | -5.4% | -2.9% |
| YTD | -6.0% | -2.0% | -4.1% | -8.4% |
| 1Y | +4.0% | -7.9% | +12.0% | +2.9% |
| 3Y | +74.5% | -25.0% | +99.4% | +77.4% |
| 5Y | +24.3% | -27.7% | +52.1% | +23.1% |
| 10Y | +107.3% | -1.6% | +108.9% | +76.0% |
| All | +735.6% | +129.4% | +606.1% | +422.5% |
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