-30.3%
MOS vs USHY
+25.4%
-55.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +1.0% |
| 7D | -2.0% | -0.4% | -1.5% | -0.9% |
| 30D | +15.3% | +0.6% | +14.7% | +13.9% |
| 3M | +1.5% | -2.0% | +3.5% | +6.9% |
| 6M | -2.0% | -0.5% | -1.4% | -0.3% |
| YTD | -6.5% | +0.6% | -7.1% | -7.6% |
| 1Y | -11.1% | +2.1% | -13.2% | -15.4% |
| 3Y | -30.3% | +25.3% | -55.6% | -60.4% |
| All | -30.3% | +25.4% | -55.7% | -60.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 3y: compounded portfolio wealth divided by compounded USHY 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…
3y analysis · Full analysis span regression · 6 months rolling