+6,108.0%
HUM vs MOS
+129.4%
+5,978.6%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.0% | +2.5% | +3.4% |
| 7D | +4.8% | +24.8% | -20.0% | +1.1% |
| 30D | +1.6% | +22.7% | -21.0% | -1.8% |
| 3M | +13.8% | -1.2% | +15.0% | +13.3% |
| 6M | +60.0% | +5.5% | +54.5% | +57.0% |
| YTD | +72.7% | -2.0% | +74.6% | +69.8% |
| 1Y | +86.1% | -7.9% | +94.1% | +84.7% |
| 3Y | -7.8% | -25.0% | +17.1% | -7.2% |
| 5Y | +2.7% | -27.7% | +30.5% | +0.3% |
| 10Y | +147.3% | -1.6% | +148.9% | +110.8% |
| All | +6,108.0% | +129.4% | +5,978.6% | +3,185.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling