+390.5%
GE vs MOS
-32.4%
+422.8%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.1% | +2.6% | +2.7% |
| 7D | +7.1% | +21.6% | -14.5% | +3.6% |
| 30D | +6.5% | +12.0% | -5.5% | +4.2% |
| 3M | -13.6% | -3.9% | -9.7% | -13.5% |
| 6M | +6.0% | -3.3% | +9.3% | +5.6% |
| YTD | +5.4% | -4.6% | +10.0% | +3.9% |
| 1Y | +6.5% | -7.0% | +13.4% | +5.3% |
| 3Y | +268.6% | -24.4% | +293.0% | +269.6% |
| All | +390.5% | -32.4% | +422.8% | +334.1% |
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