+376.5%
GH vs MOS
-22.7%
+399.1%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | +3.3% | -12.3% | -9.7% |
| 7D | -17.2% | +22.5% | -39.7% | -21.4% |
| 30D | -10.1% | +6.6% | -16.7% | -12.0% |
| 3M | -6.0% | -3.8% | -2.2% | -5.9% |
| 6M | +71.4% | -2.2% | +73.6% | +70.3% |
| YTD | +50.2% | -4.8% | +55.0% | +48.5% |
| 1Y | +61.4% | -11.7% | +73.1% | +61.8% |
| 3Y | +435.2% | -26.5% | +461.7% | +448.7% |
| 5Y | +39.2% | -32.2% | +71.4% | +42.5% |
| All | +376.5% | -22.7% | +399.1% | +477.6% |
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