+177.7%
GM vs MOS
-25.5%
+203.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.6% |
| 7D | +1.9% | +9.5% | -7.6% | +0.2% |
| 30D | -1.4% | +10.4% | -11.8% | -3.3% |
| 3M | +5.9% | +12.9% | -7.0% | +3.1% |
| 6M | +12.4% | +1.2% | +11.2% | +10.7% |
| YTD | +8.6% | +9.3% | -0.7% | +4.9% |
| 1Y | +52.6% | -18.0% | +70.6% | +55.7% |
| All | +177.7% | -25.5% | +203.2% | +181.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling