-34.4%
MOS vs HIG
+110.6%
-145.0%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.5% |
| 7D | -2.0% | +2.6% | -4.6% | -3.2% |
| 30D | +15.3% | +4.2% | +11.1% | +12.9% |
| 3M | +1.5% | +0.2% | +1.3% | +1.1% |
| 6M | -2.0% | +4.6% | -6.6% | -5.3% |
| YTD | -6.5% | +1.1% | -7.6% | -8.6% |
| 1Y | -11.1% | +4.7% | -15.7% | -14.9% |
| 3Y | -30.3% | +95.5% | -125.7% | -58.8% |
| All | -34.4% | +110.6% | -145.0% | -64.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling