+1,474.6%
HWM vs MOS
-3.5%
+1,478.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.8% | -1.3% |
| 7D | +7.3% | -2.0% | +9.3% | +7.9% |
| 30D | +1.6% | +15.3% | -13.7% | -4.0% |
| 3M | -21.9% | +1.5% | -23.4% | -23.7% |
| 6M | -19.0% | -2.0% | -17.1% | -20.7% |
| YTD | +7.9% | -6.5% | +14.5% | +5.2% |
| 1Y | +9.9% | -11.1% | +21.0% | +8.7% |
| 3Y | +342.1% | -30.3% | +372.4% | +354.1% |
| 5Y | +600.8% | -33.5% | +634.3% | +572.8% |
| All | +1,474.6% | -3.5% | +1,478.1% | +1,029.6% |
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