+121.1%
GLD vs MOS
-31.6%
+152.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.3% | -2.5% | +0.5% |
| 7D | +1.9% | +22.5% | -20.6% | -0.2% |
| 30D | -1.8% | +6.6% | -8.4% | -2.6% |
| 3M | -3.6% | -3.8% | +0.2% | -3.6% |
| 6M | -10.2% | -2.2% | -8.0% | -10.5% |
| YTD | -5.3% | -4.8% | -0.5% | -5.3% |
| 1Y | +2.5% | -11.7% | +14.2% | +2.9% |
| 3Y | +103.2% | -26.5% | +129.7% | +104.4% |
| 5Y | +121.1% | -32.2% | +153.3% | +124.5% |
| All | +121.1% | -31.6% | +152.6% | +124.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling