+102.4%
HL vs MOS
-15.9%
+118.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.6% | -3.7% | -2.1% |
| 7D | +7.1% | +7.1% | 0.0% | +4.2% |
| 30D | +21.4% | +15.0% | +6.4% | +14.5% |
| 3M | +37.4% | +24.1% | +13.3% | +25.2% |
| 6M | +0.4% | +2.7% | -2.3% | -3.2% |
| YTD | +6.7% | +12.2% | -5.5% | +3.0% |
| 1Y | +102.4% | -16.3% | +118.6% | +106.6% |
| All | +102.4% | -15.9% | +118.3% | +106.6% |
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 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