+87.9%
GM vs MOS
-8.7%
+96.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.5% |
| 7D | +1.9% | +9.5% | -7.6% | -0.3% |
| 30D | -1.4% | +10.4% | -11.8% | -3.8% |
| 3M | +5.9% | +12.9% | -7.0% | +2.3% |
| 6M | +12.4% | +1.2% | +11.2% | +10.4% |
| YTD | +8.6% | +9.3% | -0.7% | +4.1% |
| 1Y | +52.6% | -18.0% | +70.6% | +56.6% |
| 3Y | +169.7% | -29.0% | +198.7% | +179.7% |
| All | +87.9% | -8.7% | +96.7% | +60.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling