+816.6%
GLD vs MOS
+121.6%
+695.0%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.3% | -0.9% |
| 7D | -0.5% | +9.5% | -10.1% | -1.1% |
| 30D | +4.4% | +10.4% | -6.0% | +3.7% |
| 3M | -1.1% | +12.9% | -14.0% | -2.0% |
| 6M | -13.8% | +1.2% | -15.0% | -14.1% |
| YTD | +2.6% | +9.3% | -6.7% | +1.8% |
| 1Y | +24.5% | -18.0% | +42.5% | +25.4% |
| 3Y | +125.8% | -29.0% | +154.9% | +127.8% |
| 5Y | +137.8% | -9.6% | +147.4% | +133.5% |
| 10Y | +221.4% | +6.1% | +215.3% | +202.6% |
| All | +816.6% | +121.6% | +695.0% | +628.2% |
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