+509.8%
HWM vs MOS
-31.6%
+541.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +3.3% | -9.2% | -6.5% |
| 7D | -2.4% | +22.5% | -24.9% | -6.4% |
| 30D | -13.3% | +6.6% | -19.9% | -14.6% |
| 3M | -31.0% | -3.8% | -27.2% | -31.0% |
| 6M | -17.1% | -2.2% | -14.9% | -17.9% |
| YTD | -1.9% | -4.8% | +2.9% | -3.5% |
| 1Y | -2.4% | -11.7% | +9.3% | -2.5% |
| 3Y | +322.2% | -26.5% | +348.7% | +326.1% |
| 5Y | +509.8% | -32.2% | +542.0% | +451.5% |
| All | +509.8% | -31.6% | +541.4% | +451.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling