+141.0%
GS vs MOS
-31.6%
+172.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +3.3% | -9.6% | -7.0% |
| 7D | -6.3% | +22.5% | -28.8% | -10.2% |
| 30D | -3.1% | +6.6% | -9.8% | -4.7% |
| 3M | -17.7% | -3.8% | -13.8% | -17.5% |
| 6M | -4.6% | -2.2% | -2.4% | -5.1% |
| YTD | +0.3% | -4.8% | +5.1% | -1.2% |
| 1Y | +11.7% | -11.7% | +23.4% | +11.6% |
| 3Y | +183.6% | -26.5% | +210.1% | +186.8% |
| 5Y | +141.0% | -32.2% | +173.2% | +125.1% |
| All | +141.0% | -31.6% | +172.5% | +125.1% |
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