+184.2%
MOS vs HDB
+4,068.7%
-3,884.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.5% | +1.8% | +2.7% |
| 7D | +22.5% | +13.3% | +9.2% | +16.9% |
| 30D | +6.6% | +10.2% | -3.5% | +2.8% |
| 3M | -3.8% | +3.6% | -7.4% | -5.3% |
| 6M | -2.2% | -0.5% | -1.7% | -3.0% |
| YTD | -4.8% | -32.4% | +27.6% | +9.3% |
| 1Y | -11.7% | -31.1% | +19.4% | +0.5% |
| 3Y | -26.5% | -12.6% | -13.9% | -25.8% |
| 5Y | -32.2% | -25.7% | -6.5% | -28.8% |
| 10Y | +10.2% | +56.5% | -46.3% | -18.5% |
| All | +184.2% | +4,068.7% | -3,884.4% | -13.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling