+153.1%
GE vs MOS
+5.8%
+147.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.3% | +0.7% |
| 7D | -1.6% | +9.5% | -11.1% | -4.3% |
| 30D | -11.6% | +10.4% | -22.0% | -14.4% |
| 3M | +3.0% | +12.9% | -9.9% | -1.5% |
| 6M | -0.5% | +1.2% | -1.8% | -3.0% |
| YTD | +9.7% | +9.3% | +0.4% | +3.7% |
| 1Y | +20.0% | -18.0% | +38.0% | +23.3% |
| 3Y | +275.8% | -29.0% | +304.9% | +289.6% |
| 5Y | +429.1% | -9.6% | +438.7% | +354.6% |
| All | +153.1% | +5.8% | +147.3% | +74.3% |
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