+61.2%
GH vs MOS
-11.3%
+72.5%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.7% | -2.8% | -2.1% |
| 7D | +0.6% | -2.0% | +2.5% | +0.7% |
| 30D | -6.9% | +15.3% | -22.2% | -8.6% |
| 3M | -4.9% | +1.5% | -6.4% | -4.3% |
| 6M | +54.1% | -2.0% | +56.0% | +55.3% |
| YTD | +48.5% | -6.5% | +55.0% | +53.4% |
| 1Y | +61.2% | -11.1% | +72.2% | +66.2% |
| All | +61.2% | -11.3% | +72.5% | +66.2% |
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