-9.6%
MOS vs HDB
-35.4%
+25.9%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.5% |
| 7D | +9.5% | +0.4% | +9.1% | +9.4% |
| 30D | +10.4% | -2.8% | +13.2% | +11.2% |
| 3M | +12.9% | -3.5% | +16.4% | +13.3% |
| 6M | +1.2% | -24.7% | +26.0% | +7.6% |
| YTD | +9.3% | -36.6% | +45.9% | +21.3% |
| 1Y | -18.0% | -34.4% | +16.4% | -9.9% |
| 3Y | -29.0% | -24.4% | -4.6% | -26.2% |
| All | -9.6% | -35.4% | +25.9% | +3.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling