+12.6%
MOS vs HRB
+213.0%
-200.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -6.5% | +9.1% | +4.4% |
| 7D | +7.1% | -9.1% | +16.1% | +9.7% |
| 30D | +15.0% | +0.3% | +14.8% | +14.1% |
| 3M | +24.1% | +23.4% | +0.7% | +15.3% |
| 6M | +2.7% | +45.1% | -42.4% | -10.6% |
| YTD | +12.2% | +8.9% | +3.3% | +6.3% |
| 1Y | -16.3% | -7.9% | -8.4% | -16.4% |
| 3Y | -23.3% | +27.9% | -51.2% | -34.0% |
| 5Y | -4.2% | +108.3% | -112.5% | -33.4% |
| 10Y | +12.6% | +208.4% | -195.9% | -37.3% |
| All | +12.6% | +213.0% | -200.4% | -37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 10y: compounded portfolio wealth divided by compounded HRB 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…
10y analysis · Full analysis span regression · 6 months rolling