+35.9%
HLT vs MOS
-11.5%
+47.4%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.6% | +3.5% | -0.8% |
| 7D | +0.8% | -2.6% | +3.4% | +1.0% |
| 30D | +13.1% | +13.5% | -0.4% | +12.0% |
| 3M | +15.6% | -2.9% | +18.5% | +15.3% |
| 6M | +19.0% | -1.0% | +20.0% | +18.1% |
| YTD | +29.9% | -7.2% | +37.1% | +27.2% |
| 1Y | +35.9% | -11.4% | +47.3% | +33.2% |
| All | +35.9% | -11.5% | +47.4% | +33.2% |
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