+151.6%
HUM vs MOS
-1.8%
+153.4%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.0% |
| 7D | +6.9% | +5.5% | +1.5% | +6.2% |
| 30D | +3.2% | +21.0% | -17.8% | +0.3% |
| 3M | +20.0% | -0.5% | +20.4% | +19.4% |
| 6M | +63.5% | +6.6% | +56.9% | +60.7% |
| YTD | +75.9% | -2.8% | +78.7% | +73.5% |
| 1Y | +85.7% | -8.1% | +93.8% | +84.5% |
| 3Y | -6.1% | -25.6% | +19.5% | -5.3% |
| 5Y | +5.1% | -29.8% | +34.9% | +2.3% |
| 10Y | +151.6% | +0.6% | +151.0% | +103.0% |
| All | +151.6% | -1.8% | +153.4% | +103.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling