+1,516.8%
HWM vs MOS
-1.8%
+1,518.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.8% | +3.1% | +2.5% |
| 7D | +5.0% | +5.5% | -0.5% | +3.2% |
| 30D | +1.5% | +21.0% | -19.4% | -5.4% |
| 3M | -20.3% | -0.5% | -19.9% | -21.6% |
| 6M | -18.0% | +6.6% | -24.6% | -21.9% |
| YTD | +9.5% | -2.8% | +12.3% | +5.5% |
| 1Y | +7.5% | -8.1% | +15.5% | +5.2% |
| 3Y | +355.7% | -25.6% | +381.2% | +358.0% |
| 5Y | +610.2% | -29.8% | +640.0% | +569.4% |
| 10Y | +1,516.8% | +0.6% | +1,516.2% | +1,037.6% |
| All | +1,516.8% | -1.8% | +1,518.6% | +1,037.6% |
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