+226.3%
MOS vs HDB
+3,812.1%
-3,585.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.6% |
| 7D | +9.5% | +0.4% | +9.1% | +9.3% |
| 30D | +10.4% | -2.8% | +13.2% | +11.7% |
| 3M | +12.9% | -3.5% | +16.4% | +13.7% |
| 6M | +1.2% | -24.7% | +26.0% | +11.9% |
| YTD | +9.3% | -36.6% | +45.9% | +28.9% |
| 1Y | -18.0% | -34.4% | +16.4% | -4.8% |
| 3Y | -29.0% | -24.4% | -4.6% | -23.9% |
| 5Y | -9.6% | -35.4% | +25.8% | +0.6% |
| 10Y | +6.1% | +39.5% | -33.5% | -17.8% |
| All | +226.3% | +3,812.1% | -3,585.8% | +1.5% |
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