+246.5%
GM vs MOS
-49.9%
+296.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.3% |
| 7D | +1.9% | +9.5% | -7.6% | -1.4% |
| 30D | -1.4% | +10.4% | -11.8% | -5.0% |
| 3M | +5.9% | +12.9% | -7.0% | +0.5% |
| 6M | +12.4% | +1.2% | +11.2% | +9.5% |
| YTD | +8.6% | +9.3% | -0.7% | +2.2% |
| 1Y | +52.6% | -18.0% | +70.6% | +57.5% |
| 3Y | +169.7% | -29.0% | +198.7% | +182.0% |
| 5Y | +87.5% | -9.6% | +97.1% | +64.9% |
| 10Y | +233.0% | +6.1% | +226.9% | +130.4% |
| All | +246.5% | -49.9% | +296.4% | +200.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling