+396.0%
GE vs MOS
-31.8%
+427.8%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.8% | +2.0% | +3.5% |
| 7D | +6.3% | +19.7% | -13.4% | +3.0% |
| 30D | +8.9% | +21.5% | -12.6% | +5.2% |
| 3M | -9.2% | -0.4% | -8.8% | -9.7% |
| 6M | +13.2% | +4.5% | +8.7% | +11.3% |
| YTD | +9.4% | -2.9% | +12.3% | +7.5% |
| 1Y | +9.8% | -7.7% | +17.5% | +8.8% |
| 3Y | +278.2% | -25.6% | +303.8% | +280.8% |
| 5Y | +396.0% | -31.2% | +427.2% | +334.2% |
| All | +396.0% | -31.8% | +427.8% | +334.2% |
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