+118.3%
MOS vs HUBB
+142,140.4%
-142,022.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.5% | -2.4% | +0.1% |
| 7D | +21.6% | +1.7% | +19.9% | +21.5% |
| 30D | +12.0% | -9.7% | +21.6% | +12.1% |
| 3M | -3.9% | -15.2% | +11.3% | -3.6% |
| 6M | -3.3% | -14.0% | +10.7% | -3.1% |
| YTD | -4.6% | -2.4% | -2.2% | -4.7% |
| 1Y | -7.0% | -5.8% | -1.2% | -7.0% |
| 3Y | -24.4% | +60.4% | -84.8% | -25.2% |
| 5Y | -32.1% | +125.4% | -157.5% | -33.2% |
| 10Y | +10.3% | +409.7% | -399.4% | +7.5% |
| All | +118.3% | +142,140.4% | -142,022.1% | +97.7% |
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