+1,773.8%
HWM vs MOS
+29.3%
+1,744.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.9% | -0.9% |
| 7D | -2.1% | +9.5% | -11.6% | -5.1% |
| 30D | -11.0% | +10.4% | -21.4% | -14.2% |
| 3M | +4.0% | +12.9% | -8.8% | -1.2% |
| 6M | -0.2% | +1.2% | -1.5% | -3.0% |
| YTD | +26.7% | +9.3% | +17.3% | +19.0% |
| 1Y | +44.7% | -18.0% | +62.7% | +49.1% |
| 3Y | +426.1% | -29.0% | +455.1% | +446.8% |
| 5Y | +738.5% | -9.6% | +748.1% | +620.6% |
| All | +1,773.8% | +29.3% | +1,744.5% | +1,158.1% |
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