+148.9%
HYG vs MOS
+7.3%
+141.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.6% | +4.1% | -0.1% |
| 7D | -0.4% | -2.6% | +2.2% | -0.2% |
| 30D | +0.4% | +13.5% | -13.1% | -0.9% |
| 3M | -1.8% | -2.9% | +1.1% | -1.9% |
| 6M | -0.7% | -1.0% | +0.3% | -1.2% |
| YTD | +0.3% | -7.2% | +7.5% | 0.0% |
| 1Y | +1.4% | -11.4% | +12.8% | +1.4% |
| 3Y | +24.1% | -29.0% | +53.1% | +25.2% |
| 5Y | +17.8% | -34.0% | +51.8% | +17.1% |
| 10Y | +56.8% | -4.0% | +60.9% | +41.9% |
| All | +148.9% | +7.3% | +141.6% | +110.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling