+315.7%
HWM vs MOS
-26.7%
+342.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +3.3% | -9.2% | -6.2% |
| 7D | -2.4% | +22.5% | -24.9% | -4.3% |
| 30D | -13.3% | +6.6% | -19.9% | -13.6% |
| 3M | -31.0% | -3.8% | -27.2% | -30.8% |
| 6M | -17.1% | -2.2% | -14.9% | -17.3% |
| YTD | -1.9% | -4.8% | +2.9% | -2.7% |
| 1Y | -2.4% | -11.7% | +9.3% | -2.3% |
| All | +315.7% | -26.7% | +342.4% | +307.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling