+19.0%
HYG vs MOS
-4.4%
+23.4%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | -0.1% |
| 7D | -0.2% | +1.7% | -1.8% | -0.2% |
| 30D | -0.1% | +11.7% | -11.8% | -0.6% |
| 3M | +0.7% | +23.2% | -22.5% | -0.4% |
| 6M | +1.5% | -1.6% | +3.2% | +1.3% |
| YTD | +1.9% | +10.8% | -8.9% | +1.0% |
| 1Y | +3.7% | -16.2% | +19.9% | +4.2% |
| 3Y | +26.5% | -24.2% | +50.7% | +26.8% |
| 5Y | +19.0% | -6.6% | +25.6% | +17.1% |
| All | +19.0% | -4.4% | +23.4% | +17.1% |
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 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