+104.3%
GD vs MOS
-37.7%
+142.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +17.4% | -19.9% | -5.0% |
| 7D | +3.0% | +17.9% | -15.0% | +0.3% |
| 30D | +10.5% | +1.6% | +9.0% | +10.0% |
| 3M | -5.0% | -4.0% | -1.0% | -4.9% |
| 6M | +5.5% | -4.1% | +9.6% | +5.2% |
| YTD | +10.3% | -7.8% | +18.1% | +9.9% |
| 1Y | +8.2% | -15.6% | +23.7% | +9.1% |
| 3Y | +59.0% | -28.9% | +87.9% | +61.7% |
| 5Y | +104.3% | -36.8% | +141.1% | +102.3% |
| All | +104.3% | -37.7% | +142.0% | +102.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling