+411.8%
GE vs MOS
-33.6%
+445.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.2% |
| 7D | +2.7% | -2.0% | +4.6% | +3.0% |
| 30D | +8.1% | +15.3% | -7.2% | +5.3% |
| 3M | -7.9% | +1.5% | -9.3% | -8.6% |
| 6M | +12.9% | -2.0% | +14.9% | +12.2% |
| YTD | +8.2% | -6.5% | +14.7% | +7.0% |
| 1Y | +9.7% | -11.1% | +20.7% | +9.4% |
| 3Y | +266.1% | -30.3% | +296.4% | +272.9% |
| All | +411.8% | -33.6% | +445.4% | +350.5% |
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