+7.5%
HWM vs MOS
-7.3%
+14.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.8% | +3.1% | +2.3% |
| 7D | +5.0% | +5.5% | -0.5% | +4.9% |
| 30D | +1.5% | +21.0% | -19.4% | +1.4% |
| 3M | -20.3% | -0.5% | -19.9% | -19.8% |
| 6M | -18.0% | +6.6% | -24.6% | -18.4% |
| YTD | +9.5% | -2.8% | +12.3% | +6.6% |
| 1Y | +7.5% | -8.1% | +15.5% | +5.5% |
| All | +7.5% | -7.3% | +14.8% | +5.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling