+2.8%
MOS vs HBM
+328.6%
-325.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +9.0% | -7.2% | -1.0% |
| 7D | +19.7% | +5.0% | +14.6% | +17.7% |
| 30D | +21.5% | -12.7% | +34.3% | +26.2% |
| 3M | -0.4% | -17.4% | +17.0% | +4.8% |
| 6M | +4.5% | -8.9% | +13.4% | +4.6% |
| YTD | -2.9% | +14.9% | -17.8% | -11.7% |
| 1Y | -7.7% | +41.4% | -49.1% | -21.9% |
| 3Y | -25.6% | +462.1% | -487.8% | -62.9% |
| 5Y | -31.2% | +224.0% | -255.2% | -61.3% |
| 10Y | +2.8% | +320.9% | -318.1% | -59.0% |
| All | +2.8% | +328.6% | -325.8% | -59.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 10y: compounded portfolio wealth divided by compounded HBM 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…
10y analysis · Full analysis span regression · 6 months rolling