+257.9%
HD vs MOS
+6.2%
+251.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.8% | +1.1% | +2.6% |
| 7D | +3.6% | +19.7% | -16.1% | +0.3% |
| 30D | +21.6% | +21.5% | +0.1% | +17.3% |
| 3M | +0.1% | -0.4% | +0.5% | -0.3% |
| 6M | +13.0% | +4.5% | +8.5% | +11.1% |
| YTD | +4.9% | -2.9% | +7.8% | +3.6% |
| 1Y | -2.1% | -7.7% | +5.6% | -2.5% |
| 3Y | +32.6% | -25.6% | +58.2% | +34.3% |
| 5Y | +8.2% | -31.2% | +39.4% | +5.8% |
| 10Y | +257.9% | +2.8% | +255.1% | +177.3% |
| All | +257.9% | +6.2% | +251.8% | +177.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling