+380.7%
GH vs MOS
-21.0%
+401.7%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.5% | -0.2% |
| 7D | -8.2% | +5.5% | -13.6% | -9.3% |
| 30D | -4.9% | +21.0% | -25.9% | -9.5% |
| 3M | -6.2% | -0.5% | -5.8% | -6.8% |
| 6M | +60.0% | +6.6% | +53.5% | +56.1% |
| YTD | +51.5% | -2.8% | +54.3% | +49.1% |
| 1Y | +58.4% | -8.1% | +66.5% | +57.4% |
| 3Y | +617.2% | -25.6% | +642.8% | +633.9% |
| 5Y | +47.0% | -29.8% | +76.8% | +49.3% |
| All | +380.7% | -21.0% | +401.7% | +480.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling