-8.8%
MOS vs HDB
-27.9%
+19.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.7% | -0.8% | +1.3% |
| 7D | +19.7% | +13.7% | +6.0% | +17.1% |
| 30D | +21.5% | +15.8% | +5.7% | +18.9% |
| 3M | -0.4% | +9.2% | -9.6% | -2.1% |
| 6M | +4.5% | +3.2% | +1.4% | +2.5% |
| YTD | -2.9% | -29.4% | +26.5% | -6.6% |
| All | -8.8% | -27.9% | +19.1% | -12.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling