-11.8%
HUM vs MOS
-25.5%
+13.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.6% | -1.4% |
| 7D | +4.2% | +9.5% | -5.4% | +3.3% |
| 30D | +10.4% | +10.4% | -0.1% | +9.3% |
| 3M | +15.1% | +12.9% | +2.2% | +13.5% |
| 6M | +120.9% | +1.2% | +119.7% | +118.6% |
| YTD | +57.9% | +9.3% | +48.6% | +54.1% |
| 1Y | +30.6% | -18.0% | +48.5% | +32.0% |
| All | -11.8% | -25.5% | +13.8% | -13.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling