-1.6%
MOS vs HBM
+301.8%
-303.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.7% | +4.7% | +2.1% |
| 7D | +24.8% | +2.4% | +22.4% | +23.6% |
| 30D | +22.7% | -16.0% | +38.6% | +28.9% |
| 3M | -1.2% | -21.3% | +20.1% | +5.5% |
| 6M | +5.5% | -12.2% | +17.8% | +6.8% |
| YTD | -2.0% | +10.7% | -12.6% | -9.8% |
| 1Y | -7.9% | +30.3% | -38.2% | -20.0% |
| 3Y | -25.0% | +432.2% | -457.2% | -61.8% |
| 5Y | -27.7% | +218.8% | -246.5% | -59.1% |
| 10Y | -1.6% | +281.4% | -282.9% | -59.2% |
| All | -1.6% | +301.8% | -303.3% | -59.2% |
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