+216.0%
GLD vs MOS
+5.8%
+210.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.3% | -0.9% |
| 7D | -0.5% | +9.5% | -10.1% | -0.9% |
| 30D | +4.4% | +10.4% | -6.0% | +3.9% |
| 3M | -1.1% | +12.9% | -14.0% | -1.7% |
| 6M | -13.8% | +1.2% | -15.0% | -14.0% |
| YTD | +2.6% | +9.3% | -6.7% | +2.2% |
| 1Y | +24.5% | -18.0% | +42.5% | +24.8% |
| 3Y | +125.8% | -29.0% | +154.9% | +126.0% |
| 5Y | +137.8% | -9.6% | +147.4% | +138.0% |
| All | +216.0% | +5.8% | +210.2% | +214.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling