-8.7%
MOS vs HIG
+967.2%
-975.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.4% | +0.7% |
| 7D | +21.6% | +1.1% | +20.5% | +21.4% |
| 30D | +12.0% | +5.6% | +6.4% | +10.4% |
| 3M | -3.9% | -6.9% | +3.0% | -2.2% |
| 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% | -9.2% |
| 3Y | -24.4% | +91.2% | -115.6% | -37.1% |
| 5Y | -32.1% | +106.1% | -138.2% | -44.3% |
| 10Y | +10.3% | +283.7% | -273.4% | -21.6% |
| All | -8.7% | +967.2% | -975.8% | -63.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling