-32.8%
MOS vs USHY
+18.6%
-51.4%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +21.6% | -0.3% | +21.8% | +22.1% |
| 30D | +12.0% | 0.0% | +11.9% | +12.0% |
| 3M | -3.9% | -1.8% | -2.1% | -1.2% |
| 6M | -3.3% | -1.0% | -2.3% | -1.6% |
| YTD | -4.6% | +0.5% | -5.1% | -5.0% |
| 1Y | -7.0% | +1.9% | -8.9% | -9.2% |
| 3Y | -24.4% | +24.9% | -49.3% | -43.1% |
| All | -32.8% | +18.6% | -51.4% | -41.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling