+3.2%
HYG vs MOS
-18.9%
+22.1%
-2.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.6% | -0.4% |
| 7D | -0.7% | -0.4% | -0.4% | -0.7% |
| 30D | -0.6% | +10.0% | -10.5% | -0.7% |
| 3M | +0.4% | +28.2% | -27.7% | -0.1% |
| 6M | +1.2% | -3.1% | +4.3% | +1.1% |
| YTD | +1.5% | +7.4% | -5.9% | +1.1% |
| 1Y | +3.2% | -21.8% | +25.0% | +4.1% |
| All | +3.2% | -18.9% | +22.1% | +4.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling