+0.6%
MOS vs HDB
+64.3%
-63.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.9% |
| 7D | +5.5% | +6.9% | -1.5% | +2.9% |
| 30D | +21.0% | +15.2% | +5.7% | +15.1% |
| 3M | -0.5% | +11.7% | -12.2% | -4.5% |
| 6M | +6.6% | +7.5% | -0.9% | +2.8% |
| YTD | -2.8% | -28.8% | +26.0% | +8.6% |
| 1Y | -8.1% | -29.1% | +21.0% | +2.8% |
| 3Y | -25.6% | -7.0% | -18.6% | -27.0% |
| 5Y | -29.8% | -22.1% | -7.7% | -27.5% |
| 10Y | +0.6% | +64.9% | -64.3% | -25.9% |
| All | +0.6% | +64.3% | -63.8% | -25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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