+2,689.6%
GE vs MOS
+122.8%
+2,566.8%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +3.3% | -7.8% | -5.2% |
| 7D | +0.5% | +22.5% | -22.0% | -4.2% |
| 30D | +1.7% | +6.6% | -4.9% | -0.2% |
| 3M | -17.3% | -3.8% | -13.5% | -17.3% |
| 6M | +10.1% | -2.2% | +12.3% | +9.2% |
| YTD | +2.6% | -4.8% | +7.4% | +1.0% |
| 1Y | +3.7% | -11.7% | +15.4% | +3.6% |
| 3Y | +268.3% | -26.5% | +294.8% | +273.9% |
| 5Y | +376.2% | -32.2% | +408.4% | +372.1% |
| 10Y | +156.4% | +10.2% | +146.2% | +112.2% |
| All | +2,689.6% | +122.8% | +2,566.8% | +1,534.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling