+1,516.2%
HWM vs MOS
+3.2%
+1,513.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.3% | +1.0% |
| 7D | -1.8% | +24.8% | -26.6% | -9.2% |
| 30D | -2.7% | +22.7% | -25.4% | -9.8% |
| 3M | -22.7% | -1.2% | -21.5% | -23.8% |
| 6M | -18.9% | +5.5% | -24.5% | -22.5% |
| YTD | +7.1% | -2.0% | +9.0% | +2.9% |
| 1Y | +4.7% | -7.9% | +12.6% | +2.5% |
| 3Y | +345.6% | -25.0% | +370.6% | +346.8% |
| 5Y | +588.3% | -27.7% | +616.0% | +541.7% |
| 10Y | +1,516.2% | -1.6% | +1,517.7% | +1,051.4% |
| All | +1,516.2% | +3.2% | +1,513.0% | +1,051.4% |
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