-4.6%
HD vs MOS
-16.2%
+11.6%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +17.4% | -10.8% | +4.1% |
| 7D | +11.9% | +17.9% | -6.0% | +9.3% |
| 30D | +26.4% | +1.6% | +24.9% | +25.5% |
| 3M | +2.8% | -4.0% | +6.8% | +2.6% |
| 6M | +15.5% | -4.1% | +19.6% | +14.9% |
| YTD | +5.5% | -7.8% | +13.3% | +2.5% |
| 1Y | -4.6% | -15.6% | +11.0% | -5.4% |
| All | -4.6% | -16.2% | +11.6% | -5.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling