+7.6%
MOS vs HIG
+276.3%
-268.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.4% | +1.6% |
| 7D | +21.6% | +1.1% | +20.5% | +21.0% |
| 30D | +12.0% | +5.6% | +6.4% | +8.1% |
| 3M | -3.9% | -6.9% | +3.0% | +0.1% |
| 6M | -3.3% | +1.3% | -4.6% | -5.4% |
| YTD | -4.6% | -1.5% | -3.2% | -5.9% |
| 1Y | -7.0% | +6.6% | -13.6% | -12.9% |
| 3Y | -24.4% | +91.2% | -115.6% | -54.1% |
| 5Y | -32.1% | +106.1% | -138.2% | -61.1% |
| All | +7.6% | +276.3% | -268.7% | -63.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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