+4.7%
MOS vs HIG
+1,002.1%
-997.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +1.7% |
| 7D | +9.5% | +0.3% | +9.2% | +9.4% |
| 30D | +10.4% | -3.2% | +13.6% | +11.3% |
| 3M | +12.9% | +9.1% | +3.7% | +10.0% |
| 6M | +1.2% | -1.8% | +3.0% | +1.2% |
| YTD | +9.3% | +1.8% | +7.5% | +8.1% |
| 1Y | -18.0% | +4.6% | -22.5% | -19.5% |
| 3Y | -29.0% | +101.6% | -130.7% | -41.7% |
| 5Y | -9.6% | +124.5% | -134.1% | -27.3% |
| 10Y | +6.1% | +317.8% | -311.7% | -26.1% |
| All | +4.7% | +1,002.1% | -997.4% | -57.9% |
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