+22.1%
GH vs MOS
-8.7%
+30.9%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | -0.1% |
| 7D | -0.1% | +9.5% | -9.6% | -2.3% |
| 30D | -1.1% | +10.4% | -11.5% | -3.5% |
| 3M | +21.3% | +12.9% | +8.4% | +17.2% |
| 6M | +73.5% | +1.2% | +72.3% | +70.3% |
| YTD | +58.0% | +9.3% | +48.7% | +51.8% |
| 1Y | +163.1% | -18.0% | +181.0% | +169.5% |
| 3Y | +361.0% | -29.0% | +390.1% | +374.6% |
| All | +22.1% | -8.7% | +30.9% | +52.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling