-27.2%
MOS vs HBM
+443.9%
-471.1%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.3% |
| 7D | +21.6% | -3.6% | +25.2% | +22.9% |
| 30D | +12.0% | -19.2% | +31.1% | +18.9% |
| 3M | -3.9% | -20.5% | +16.6% | +2.1% |
| 6M | -3.3% | -12.8% | +9.5% | -1.9% |
| YTD | -4.6% | +5.4% | -10.1% | -10.3% |
| 1Y | -7.0% | +33.0% | -39.9% | -18.8% |
| 3Y | -24.4% | +357.3% | -381.7% | -57.6% |
| 5Y | -32.1% | +210.4% | -242.5% | -59.5% |
| 10Y | +10.3% | +387.1% | -376.8% | -52.9% |
| All | -27.2% | +443.9% | -471.1% | -76.6% |
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