+48.6%
HUM vs MOS
-17.6%
+66.3%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.7% |
| 7D | -0.2% | +1.7% | -1.9% | -0.4% |
| 30D | +3.7% | +11.7% | -8.0% | +2.8% |
| 3M | +10.4% | +23.2% | -12.8% | +8.3% |
| 6M | +125.7% | -1.6% | +127.4% | +123.4% |
| YTD | +57.3% | +10.8% | +46.5% | +47.2% |
| 1Y | +48.6% | -16.2% | +64.8% | +54.2% |
| All | +48.6% | -17.6% | +66.3% | +54.2% |
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