+401.3%
GH vs MOS
-11.2%
+412.5%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | -0.1% |
| 7D | -0.1% | +9.5% | -9.6% | -2.2% |
| 30D | -1.1% | +10.4% | -11.5% | -3.4% |
| 3M | +21.3% | +12.9% | +8.4% | +17.4% |
| 6M | +73.5% | +1.2% | +72.3% | +70.6% |
| YTD | +58.0% | +9.3% | +48.7% | +52.4% |
| 1Y | +163.1% | -18.0% | +181.0% | +168.8% |
| 3Y | +361.0% | -29.0% | +390.1% | +377.4% |
| 5Y | +22.5% | -9.6% | +32.1% | +17.8% |
| All | +401.3% | -11.2% | +412.5% | +492.8% |
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