+142.5%
GLD vs MOS
-8.7%
+151.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.3% | -1.0% |
| 7D | -0.5% | +9.5% | -10.1% | -1.3% |
| 30D | +4.4% | +10.4% | -6.0% | +3.5% |
| 3M | -1.1% | +12.9% | -14.0% | -2.3% |
| 6M | -13.8% | +1.2% | -15.0% | -14.3% |
| YTD | +2.6% | +9.3% | -6.7% | +1.7% |
| 1Y | +24.5% | -18.0% | +42.5% | +25.1% |
| 3Y | +125.8% | -29.0% | +154.9% | +126.2% |
| All | +142.5% | -8.7% | +151.3% | +153.5% |
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