+146.7%
HUM vs MOS
+12.0%
+134.7%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.6% |
| 7D | -0.2% | +1.7% | -1.9% | -0.5% |
| 30D | +3.7% | +11.7% | -8.0% | +2.0% |
| 3M | +10.4% | +23.2% | -12.8% | +6.8% |
| 6M | +125.7% | -1.6% | +127.4% | +123.9% |
| YTD | +57.3% | +10.8% | +46.5% | +52.9% |
| 1Y | +48.6% | -16.2% | +64.8% | +50.4% |
| 3Y | -11.3% | -24.2% | +12.9% | -10.5% |
| 5Y | +0.8% | -6.6% | +7.5% | -6.2% |
| 10Y | +146.7% | +16.3% | +130.3% | +86.2% |
| All | +146.7% | +12.0% | +134.7% | +86.2% |
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 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