+54.9%
GD vs MOS
-26.7%
+81.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.3% | -5.6% | -2.6% |
| 7D | -3.9% | +22.5% | -26.4% | -5.7% |
| 30D | +8.1% | +6.6% | +1.4% | +7.5% |
| 3M | -6.8% | -3.8% | -3.0% | -6.4% |
| 6M | +3.0% | -2.2% | +5.2% | +2.8% |
| YTD | +7.8% | -4.8% | +12.5% | +7.4% |
| 1Y | +5.8% | -11.7% | +17.5% | +6.3% |
| All | +54.9% | -26.7% | +81.6% | +56.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling