-6.3%
MOS vs HRB
+221.6%
-227.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.2% | +1.1% |
| 7D | -2.0% | -5.1% | +3.1% | -0.6% |
| 30D | +15.3% | +8.7% | +6.6% | +12.5% |
| 3M | +1.5% | -5.4% | +6.9% | +2.6% |
| 6M | -2.0% | +41.6% | -43.5% | -12.9% |
| YTD | -6.5% | +18.7% | -25.2% | -13.8% |
| 1Y | -11.1% | +16.4% | -27.5% | -17.4% |
| 3Y | -30.3% | +22.0% | -52.2% | -38.6% |
| 5Y | -33.5% | +141.2% | -174.7% | -56.1% |
| All | -6.3% | +221.6% | -227.9% | -45.9% |
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