+31,139.8%
HD vs MOS
+155.8%
+30,984.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.5% | +0.7% |
| 7D | -2.1% | +9.5% | -11.6% | -3.6% |
| 30D | -8.4% | +10.4% | -18.8% | -10.1% |
| 3M | +4.3% | +12.9% | -8.5% | +1.7% |
| 6M | -11.1% | +1.2% | -12.4% | -12.3% |
| YTD | -4.7% | +9.3% | -14.0% | -7.4% |
| 1Y | -19.8% | -18.0% | -1.8% | -18.4% |
| 3Y | +4.1% | -29.0% | +33.1% | +6.6% |
| 5Y | +10.3% | -9.6% | +19.9% | +4.1% |
| 10Y | +203.2% | +6.1% | +197.1% | +155.0% |
| All | +31,139.8% | +155.8% | +30,984.0% | +14,311.3% |
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 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