+52.3%
GM vs MOS
-17.5%
+69.8%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | +0.5% |
| 7D | +1.7% | +9.5% | -7.8% | +0.6% |
| 30D | -1.6% | +10.4% | -12.0% | -2.8% |
| 3M | +5.7% | +12.9% | -7.2% | +3.8% |
| 6M | +12.2% | +1.2% | +10.9% | +10.4% |
| YTD | +8.4% | +9.3% | -0.9% | +6.3% |
| 1Y | +52.3% | -18.0% | +70.3% | +49.9% |
| All | +52.3% | -17.5% | +69.8% | +49.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling