+150.2%
MOS vs HUBB
+152,497.5%
-152,347.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.4% |
| 7D | +9.5% | +0.5% | +9.0% | +9.5% |
| 30D | +10.4% | -10.0% | +20.4% | +10.6% |
| 3M | +12.9% | -4.8% | +17.6% | +13.0% |
| 6M | +1.2% | -5.6% | +6.8% | +1.3% |
| YTD | +9.3% | +4.7% | +4.7% | +9.2% |
| 1Y | -18.0% | +6.7% | -24.7% | -18.1% |
| 3Y | -29.0% | +45.8% | -74.8% | -29.6% |
| 5Y | -9.6% | +145.9% | -155.5% | -11.1% |
| 10Y | +6.1% | +418.6% | -412.5% | +3.3% |
| All | +150.2% | +152,497.5% | -152,347.3% | +126.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 HUBB 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