+17.3%
HYG vs MOS
-30.3%
+47.6%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.5% |
| 7D | +0.3% | +24.8% | -24.6% | -0.8% |
| 30D | -0.1% | +22.7% | -22.7% | -1.1% |
| 3M | -1.9% | -1.2% | -0.7% | -2.0% |
| 6M | -1.3% | +5.5% | -6.9% | -1.8% |
| YTD | +0.1% | -2.0% | +2.0% | -0.4% |
| 1Y | +1.0% | -7.9% | +9.0% | +0.9% |
| 3Y | +23.8% | -25.0% | +48.7% | +24.0% |
| 5Y | +17.3% | -27.7% | +45.1% | +15.5% |
| All | +17.3% | -30.3% | +47.6% | +15.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling