+62.2%
GEV vs MOS
-15.9%
+78.1%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.6% | +0.5% | +2.8% |
| 7D | +8.1% | +7.1% | +1.0% | +7.3% |
| 30D | -1.9% | +15.0% | -17.0% | -3.4% |
| 3M | +4.1% | +24.1% | -20.0% | +0.8% |
| 6M | +23.2% | +2.7% | +20.5% | +21.5% |
| YTD | +48.9% | +12.2% | +36.7% | +46.5% |
| 1Y | +62.2% | -16.3% | +78.5% | +73.8% |
| All | +62.2% | -15.9% | +78.1% | +73.8% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling