+185.7%
GS vs MOS
-8.7%
+194.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.2% |
| 7D | +0.9% | +9.5% | -8.6% | -0.9% |
| 30D | -1.6% | +10.4% | -12.0% | -3.6% |
| 3M | -4.5% | +12.9% | -17.4% | -7.1% |
| 6M | +20.9% | +1.2% | +19.6% | +19.0% |
| YTD | +19.9% | +9.3% | +10.6% | +15.6% |
| 1Y | +41.4% | -18.0% | +59.4% | +44.4% |
| 3Y | +239.2% | -29.0% | +268.2% | +247.4% |
| All | +185.7% | -8.7% | +194.5% | +149.3% |
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 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