+619.9%
GH vs MOS
-24.7%
+644.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.0% | -3.1% | -2.4% |
| 7D | -11.2% | +24.8% | -36.0% | -16.3% |
| 30D | -7.2% | +22.7% | -29.9% | -12.3% |
| 3M | -7.1% | -1.2% | -5.9% | -6.9% |
| 6M | +62.3% | +5.5% | +56.8% | +59.2% |
| YTD | +52.1% | -2.0% | +54.1% | +48.9% |
| 1Y | +58.6% | -7.9% | +66.6% | +57.9% |
| 3Y | +619.9% | -25.0% | +644.9% | +679.9% |
| All | +619.9% | -24.7% | +644.5% | +679.9% |
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