+5.8%
GD vs MOS
-16.7%
+22.5%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.3% | -5.6% | -2.4% |
| 7D | -3.9% | +22.5% | -26.4% | -4.6% |
| 30D | +8.1% | +6.6% | +1.4% | +8.3% |
| 3M | -6.8% | -3.8% | -3.0% | -6.1% |
| 6M | +3.0% | -2.2% | +5.2% | +3.2% |
| YTD | +7.8% | -4.8% | +12.5% | +8.4% |
| 1Y | +5.8% | -11.7% | +17.5% | +7.0% |
| All | +5.8% | -16.7% | +22.5% | +7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 1y: compounded portfolio wealth divided by compounded MOS 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…
1y analysis · Full analysis span regression · 6 months rolling