+534.9%
GEV vs MOS
-19.3%
+554.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +1.8% | +5.3% | +6.9% |
| 7D | -3.8% | +19.7% | -23.5% | -6.8% |
| 30D | -17.4% | +21.5% | -38.9% | -20.3% |
| 3M | -16.2% | -0.4% | -15.8% | -16.1% |
| 6M | -20.2% | +4.5% | -24.7% | -21.4% |
| YTD | +27.2% | -2.9% | +30.1% | +25.5% |
| 1Y | +44.6% | -7.7% | +52.3% | +43.9% |
| All | +534.9% | -19.3% | +554.3% | +512.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling