-24.4%
MOS vs HIG
+89.3%
-113.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.4% | +0.6% |
| 7D | +21.6% | +1.1% | +20.5% | +21.4% |
| 30D | +12.0% | +5.6% | +6.4% | +10.7% |
| 3M | -3.9% | -6.9% | +3.0% | -2.6% |
| 6M | -3.3% | +1.3% | -4.6% | -4.1% |
| YTD | -4.6% | -1.5% | -3.2% | -5.0% |
| 1Y | -7.0% | +6.6% | -13.6% | -10.0% |
| 3Y | -24.4% | +91.2% | -115.6% | -34.0% |
| All | -24.4% | +89.3% | -113.7% | -34.0% |
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