+226.7%
GM vs MOS
+3.2%
+223.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.0% | -1.4% |
| 7D | +0.4% | +24.8% | -24.4% | -7.5% |
| 30D | +7.2% | +22.7% | -15.5% | -0.8% |
| 3M | +1.0% | -1.2% | +2.3% | +0.5% |
| 6M | +13.0% | +5.5% | +7.5% | +9.1% |
| YTD | +9.8% | -2.0% | +11.7% | +6.4% |
| 1Y | +25.9% | -7.9% | +33.8% | +24.3% |
| 3Y | +240.4% | -25.0% | +265.4% | +246.2% |
| 5Y | +56.1% | -27.7% | +83.9% | +47.0% |
| 10Y | +226.7% | -1.6% | +228.3% | +114.1% |
| All | +226.7% | +3.2% | +223.5% | +114.1% |
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