+231.3%
GM vs MOS
+12.0%
+219.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.2% | -1.9% |
| 7D | -1.1% | +1.7% | -2.8% | -1.7% |
| 30D | -4.6% | +11.7% | -16.3% | -8.5% |
| 3M | +0.2% | +23.2% | -23.0% | -7.8% |
| 6M | +12.6% | -1.6% | +14.3% | +10.9% |
| YTD | +3.7% | +10.8% | -7.2% | -3.1% |
| 1Y | +45.6% | -16.2% | +61.9% | +49.3% |
| 3Y | +162.0% | -24.2% | +186.2% | +167.5% |
| 5Y | +80.5% | -6.6% | +87.1% | +53.6% |
| 10Y | +231.3% | +16.3% | +215.0% | +112.4% |
| All | +231.3% | +12.0% | +219.4% | +112.4% |
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