+7.6%
MOS vs HRB
+249.6%
-242.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.2% | +4.4% | +1.3% |
| 7D | +21.6% | +2.7% | +18.9% | +20.8% |
| 30D | +12.0% | +22.1% | -10.1% | +5.8% |
| 3M | -3.9% | +15.7% | -19.6% | -8.7% |
| 6M | -3.3% | +83.3% | -86.7% | -21.4% |
| YTD | -4.6% | +25.0% | -29.7% | -13.3% |
| 1Y | -7.0% | +6.9% | -13.9% | -10.9% |
| 3Y | -24.4% | +39.0% | -63.5% | -36.3% |
| 5Y | -32.1% | +146.4% | -178.5% | -55.2% |
| All | +7.6% | +249.6% | -242.0% | -39.3% |
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