+26.7%
HYG vs MOS
-21.8%
+48.5%
-4.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.7% | -0.1% |
| 7D | 0.0% | +7.1% | -7.0% | -0.2% |
| 30D | -0.1% | +15.0% | -15.1% | -0.6% |
| 3M | +1.0% | +24.1% | -23.1% | +0.1% |
| 6M | +2.3% | +2.7% | -0.4% | +2.0% |
| YTD | +2.1% | +12.2% | -10.1% | +1.3% |
| 1Y | +3.8% | -16.3% | +20.1% | +4.3% |
| 3Y | +26.7% | -23.3% | +50.0% | +26.3% |
| All | +26.7% | -21.8% | +48.5% | +26.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling