+55.2%
HYG vs MOS
+13.3%
+41.9%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | -0.3% |
| 7D | -0.7% | +0.5% | -1.2% | -0.8% |
| 30D | -0.6% | +10.9% | -11.5% | -1.3% |
| 3M | +0.4% | +29.2% | -28.8% | -1.5% |
| 6M | +1.2% | -2.3% | +3.5% | +1.0% |
| YTD | +1.5% | +8.3% | -6.8% | +0.4% |
| 1Y | +3.2% | -21.2% | +24.4% | +4.2% |
| 3Y | +25.9% | -25.9% | +51.8% | +26.6% |
| 5Y | +18.6% | -9.4% | +27.9% | +15.1% |
| All | +55.2% | +13.3% | +41.9% | +40.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling