+1,443.5%
HWM vs MOS
+9.1%
+1,434.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +17.4% | -21.7% | -9.7% |
| 7D | +9.4% | +17.9% | -8.5% | +3.0% |
| 30D | -7.0% | +1.6% | -8.5% | -8.4% |
| 3M | -25.9% | -4.0% | -21.9% | -26.2% |
| 6M | -10.8% | -4.1% | -6.7% | -12.0% |
| YTD | +4.3% | -7.8% | +12.1% | +2.2% |
| 1Y | +4.4% | -15.6% | +20.0% | +5.1% |
| 3Y | +348.8% | -28.9% | +377.6% | +357.2% |
| 5Y | +598.5% | -36.8% | +635.3% | +583.7% |
| 10Y | +1,551.7% | +6.7% | +1,545.0% | +1,058.2% |
| All | +1,443.5% | +9.1% | +1,434.4% | +980.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling