+211.6%
GM vs MOS
-3.5%
+215.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.5% |
| 7D | -0.2% | -2.0% | +1.8% | +0.5% |
| 30D | +3.6% | +15.3% | -11.8% | -2.1% |
| 3M | -0.2% | +1.5% | -1.7% | -1.7% |
| 6M | +13.9% | -2.0% | +15.9% | +12.8% |
| YTD | +6.5% | -6.5% | +13.0% | +4.9% |
| 1Y | +20.7% | -11.1% | +31.7% | +20.5% |
| 3Y | +229.5% | -30.3% | +259.7% | +244.2% |
| 5Y | +41.5% | -33.5% | +75.0% | +37.5% |
| All | +211.6% | -3.5% | +215.0% | +104.9% |
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 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