+486.7%
GS vs MOS
+8.6%
+478.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -3.2% | +21.6% | -24.8% | -9.0% |
| 30D | -2.4% | +12.0% | -14.4% | -6.2% |
| 3M | -15.7% | -3.9% | -11.9% | -15.7% |
| 6M | -6.8% | -3.3% | -3.5% | -7.4% |
| YTD | -0.1% | -4.6% | +4.6% | -2.2% |
| 1Y | +12.1% | -7.0% | +19.1% | +10.1% |
| 3Y | +185.8% | -24.4% | +210.2% | +188.7% |
| 5Y | +140.1% | -32.1% | +172.2% | +131.3% |
| All | +486.7% | +8.6% | +478.1% | +288.3% |
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