+1,524.1%
HWM vs MOS
+8.6%
+1,515.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.1% | +2.4% | +2.5% |
| 7D | +3.4% | +21.6% | -18.2% | -3.7% |
| 30D | -7.5% | +12.0% | -19.5% | -11.8% |
| 3M | -28.9% | -3.9% | -25.0% | -29.3% |
| 6M | -19.6% | -3.3% | -16.3% | -20.9% |
| YTD | +0.6% | -4.6% | +5.3% | -2.5% |
| 1Y | +0.3% | -7.0% | +7.3% | -2.3% |
| 3Y | +326.1% | -24.4% | +350.6% | +325.0% |
| 5Y | +525.2% | -32.1% | +557.3% | +496.2% |
| All | +1,524.1% | +8.6% | +1,515.5% | +1,036.3% |
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