+48.7%
GM vs MOS
-15.9%
+64.6%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.6% | -4.9% | -2.5% |
| 7D | +0.4% | +7.1% | -6.7% | -0.4% |
| 30D | -1.8% | +15.0% | -16.9% | -3.5% |
| 3M | +2.6% | +24.1% | -21.5% | -0.2% |
| 6M | +14.6% | +2.7% | +11.8% | +12.5% |
| YTD | +6.2% | +12.2% | -6.0% | +3.8% |
| 1Y | +48.7% | -16.3% | +65.0% | +46.7% |
| All | +48.7% | -15.9% | +64.6% | +46.7% |
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