+34,486.1%
HD vs MOS
+115.8%
+34,370.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +17.4% | -10.8% | +3.5% |
| 7D | +11.9% | +17.9% | -6.0% | +8.7% |
| 30D | +26.4% | +1.6% | +24.9% | +25.8% |
| 3M | +2.8% | -4.0% | +6.8% | +3.0% |
| 6M | +15.5% | -4.1% | +19.6% | +15.3% |
| YTD | +5.5% | -7.8% | +13.3% | +5.3% |
| 1Y | -4.6% | -15.6% | +11.0% | -3.5% |
| 3Y | +29.9% | -28.9% | +58.7% | +32.6% |
| 5Y | +8.4% | -36.8% | +45.2% | +8.9% |
| 10Y | +275.2% | +6.7% | +268.5% | +214.6% |
| All | +34,486.1% | +115.8% | +34,370.4% | +16,275.6% |
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