+60.4%
HUM vs MOS
+7.0%
+53.5%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.0% | +2.5% | +3.5% |
| 7D | +4.8% | +24.8% | -20.0% | +5.5% |
| 30D | +1.6% | +22.7% | -21.0% | +2.3% |
| 3M | +13.8% | -1.2% | +15.0% | +15.5% |
| All | +60.4% | +7.0% | +53.5% | +62.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling