+71.8%
GH vs MOS
-16.2%
+88.0%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +17.4% | -21.0% | -5.6% |
| 7D | -7.7% | +17.9% | -25.6% | -9.6% |
| 30D | -10.0% | +1.6% | -11.5% | -9.7% |
| 3M | +5.5% | -4.0% | +9.5% | +6.9% |
| 6M | +84.9% | -4.1% | +89.0% | +86.7% |
| YTD | +65.0% | -7.8% | +72.9% | +70.1% |
| 1Y | +71.8% | -15.6% | +87.4% | +73.6% |
| All | +71.8% | -16.2% | +88.0% | +73.6% |
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