+162.4%
GE vs MOS
+6.2%
+156.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.8% | +2.0% | +3.3% |
| 7D | +6.3% | +19.7% | -13.4% | +0.4% |
| 30D | +8.9% | +21.5% | -12.6% | +2.3% |
| 3M | -9.2% | -0.4% | -8.8% | -10.1% |
| 6M | +13.2% | +4.5% | +8.7% | +9.7% |
| YTD | +9.4% | -2.9% | +12.3% | +6.2% |
| 1Y | +9.8% | -7.7% | +17.5% | +8.0% |
| 3Y | +278.2% | -25.6% | +303.8% | +282.4% |
| 5Y | +396.0% | -31.2% | +427.2% | +368.1% |
| 10Y | +162.4% | +2.8% | +159.5% | +78.3% |
| All | +162.4% | +6.2% | +156.2% | +78.3% |
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