-16.6%
MOS vs HBM
+613.3%
-629.9%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.9% | +2.4% | +1.7% |
| 7D | +9.5% | -6.4% | +15.9% | +11.6% |
| 30D | +10.4% | +5.9% | +4.5% | +8.3% |
| 3M | +12.9% | -8.9% | +21.8% | +14.3% |
| 6M | +1.2% | +10.7% | -9.4% | -4.7% |
| YTD | +9.3% | +38.3% | -29.0% | -4.7% |
| 1Y | -18.0% | +121.3% | -139.3% | -38.7% |
| 3Y | -29.0% | +450.6% | -479.6% | -62.2% |
| 5Y | -9.6% | +338.0% | -347.6% | -51.2% |
| 10Y | +6.1% | +578.6% | -572.5% | -58.9% |
| All | -16.6% | +613.3% | -629.9% | -75.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling