+33,950.9%
HD vs MOS
+122.8%
+33,828.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.3% | -4.8% | -2.1% |
| 7D | +6.4% | +22.5% | -16.1% | +2.6% |
| 30D | +22.1% | +6.6% | +15.4% | +20.4% |
| 3M | -0.2% | -3.8% | +3.6% | 0.0% |
| 6M | +12.6% | -2.2% | +14.8% | +12.1% |
| YTD | +3.9% | -4.8% | +8.7% | +3.0% |
| 1Y | -3.7% | -11.7% | +8.0% | -3.4% |
| 3Y | +27.9% | -26.5% | +54.4% | +29.8% |
| 5Y | +7.8% | -32.2% | +40.0% | +7.0% |
| 10Y | +269.4% | +10.2% | +259.2% | +207.9% |
| All | +33,950.9% | +122.8% | +33,828.1% | +15,929.6% |
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