+1,833.6%
GS vs MOS
+23.1%
+1,810.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +17.4% | -13.8% | -1.5% |
| 7D | +0.3% | +17.9% | -17.6% | -4.7% |
| 30D | +3.9% | +1.6% | +2.3% | +2.8% |
| 3M | -11.4% | -4.0% | -7.4% | -11.3% |
| 6M | +3.7% | -4.1% | +7.8% | +3.3% |
| YTD | +7.1% | -7.8% | +14.9% | +6.1% |
| 1Y | +19.7% | -15.6% | +35.2% | +21.1% |
| 3Y | +202.8% | -28.9% | +231.7% | +212.4% |
| 5Y | +156.7% | -36.8% | +193.5% | +158.7% |
| 10Y | +548.7% | +6.7% | +542.0% | +398.0% |
| All | +1,833.6% | +23.1% | +1,810.5% | +962.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling