-8.1%
MOS vs HBM
+31.3%
-39.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +5.5% | -1.3% | +6.7% | +5.5% |
| 30D | +21.0% | -14.8% | +35.8% | +25.0% |
| 3M | -0.5% | -20.7% | +20.2% | +4.3% |
| 6M | +6.6% | -13.9% | +20.5% | +8.3% |
| YTD | -2.8% | +10.6% | -13.4% | -8.1% |
| 1Y | -8.1% | +32.4% | -40.4% | -15.0% |
| All | -8.1% | +31.3% | -39.3% | -15.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling