+393.1%
GH vs MOS
-21.1%
+414.3%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.8% | +3.4% | +4.8% |
| 7D | -7.0% | +19.7% | -26.6% | -11.2% |
| 30D | -5.2% | +21.5% | -26.7% | -9.9% |
| 3M | -5.8% | -0.4% | -5.3% | -6.3% |
| 6M | +65.9% | +4.5% | +61.4% | +62.5% |
| YTD | +55.5% | -2.9% | +58.4% | +53.0% |
| 1Y | +64.2% | -7.7% | +71.9% | +63.0% |
| 3Y | +606.0% | -25.6% | +631.7% | +622.6% |
| 5Y | +47.3% | -31.2% | +78.4% | +50.2% |
| All | +393.1% | -21.1% | +414.3% | +495.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling