+1,523.0%
HWM vs MOS
+8.6%
+1,514.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.3% | +2.4% |
| 7D | +3.3% | +21.6% | -18.3% | -3.8% |
| 30D | -7.6% | +12.0% | -19.6% | -11.9% |
| 3M | -28.9% | -3.9% | -25.0% | -29.3% |
| 6M | -19.7% | -3.3% | -16.3% | -21.0% |
| YTD | +0.5% | -4.6% | +5.2% | -2.6% |
| 1Y | +0.3% | -7.0% | +7.2% | -2.3% |
| 3Y | +325.8% | -24.4% | +350.3% | +324.7% |
| 5Y | +524.7% | -32.1% | +556.9% | +495.8% |
| All | +1,523.0% | +8.6% | +1,514.3% | +1,035.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling