-23.3%
MOS vs HIG
+99.1%
-122.4%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.0% | +4.6% | +3.1% |
| 7D | +7.1% | -1.1% | +8.1% | +7.3% |
| 30D | +15.0% | -4.9% | +20.0% | +16.3% |
| 3M | +24.1% | +6.8% | +17.3% | +21.5% |
| 6M | +2.7% | -1.7% | +4.4% | +2.8% |
| YTD | +12.2% | -0.2% | +12.4% | +11.5% |
| 1Y | -16.3% | +5.7% | -22.0% | -18.6% |
| 3Y | -23.3% | +100.3% | -123.6% | -45.7% |
| All | -23.3% | +99.1% | -122.4% | -45.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling