+443.9%
GH vs MOS
-26.6%
+470.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.7% |
| 7D | -15.6% | +21.6% | -37.2% | -19.9% |
| 30D | -10.4% | +12.0% | -22.3% | -13.2% |
| 3M | -4.3% | -3.9% | -0.4% | -3.5% |
| 6M | +63.5% | -3.3% | +66.9% | +63.8% |
| YTD | +47.7% | -4.6% | +52.4% | +45.7% |
| 1Y | +56.7% | -7.0% | +63.7% | +55.0% |
| 3Y | +443.9% | -24.4% | +468.3% | +485.1% |
| All | +443.9% | -26.6% | +470.5% | +485.1% |
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