+205.0%
GLD vs MOS
+8.6%
+196.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | +4.7% | +21.6% | -16.9% | +3.7% |
| 30D | -0.9% | +12.0% | -12.9% | -1.5% |
| 3M | -4.4% | -3.9% | -0.5% | -4.4% |
| 6M | -13.6% | -3.3% | -10.2% | -13.7% |
| YTD | -6.0% | -4.6% | -1.4% | -6.0% |
| 1Y | +1.8% | -7.0% | +8.7% | +1.8% |
| 3Y | +103.2% | -24.4% | +127.6% | +103.6% |
| 5Y | +119.3% | -32.1% | +151.4% | +120.7% |
| All | +205.0% | +8.6% | +196.3% | +204.5% |
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