-7.8%
HUM vs MOS
-24.7%
+16.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.0% | +2.5% | +3.4% |
| 7D | +4.8% | +24.8% | -20.0% | +3.0% |
| 30D | +1.6% | +22.7% | -21.0% | 0.0% |
| 3M | +13.8% | -1.2% | +15.0% | +14.0% |
| 6M | +60.0% | +5.5% | +54.5% | +58.7% |
| YTD | +72.7% | -2.0% | +74.6% | +69.9% |
| 1Y | +86.1% | -7.9% | +94.1% | +84.7% |
| 3Y | -7.8% | -25.0% | +17.1% | -8.0% |
| All | -7.8% | -24.7% | +16.8% | -8.0% |
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