+654.3%
GS vs MOS
+5.8%
+648.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.3% |
| 7D | +0.9% | +9.5% | -8.6% | -1.8% |
| 30D | -1.6% | +10.4% | -12.0% | -4.7% |
| 3M | -4.5% | +12.9% | -17.4% | -8.5% |
| 6M | +20.9% | +1.2% | +19.6% | +18.0% |
| YTD | +19.9% | +9.3% | +10.6% | +13.5% |
| 1Y | +41.4% | -18.0% | +59.4% | +45.3% |
| 3Y | +239.2% | -29.0% | +268.2% | +252.9% |
| 5Y | +185.0% | -9.6% | +194.6% | +149.5% |
| All | +654.3% | +5.8% | +648.5% | +421.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling