+650.5%
GS vs MOH
+242.5%
+408.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.6% |
| 7D | +2.4% | -4.2% | +6.6% | +3.0% |
| 30D | -0.1% | -2.4% | +2.3% | +0.2% |
| 3M | +0.2% | -4.4% | +4.6% | +0.4% |
| 6M | +24.8% | +32.9% | -8.1% | +19.3% |
| YTD | +18.8% | +11.9% | +6.9% | +15.0% |
| 1Y | +37.3% | +6.9% | +30.4% | +33.1% |
| 3Y | +237.9% | -39.4% | +277.3% | +244.1% |
| 5Y | +187.0% | -25.0% | +212.0% | +175.5% |
| 10Y | +650.5% | +244.9% | +405.6% | +477.8% |
| All | +650.5% | +242.5% | +408.0% | +477.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 MOH 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