+518.8%
GEV vs MOS
-19.2%
+538.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +1.5% |
| 7D | -3.0% | +5.5% | -8.4% | -3.8% |
| 30D | -18.9% | +21.0% | -39.8% | -21.6% |
| 3M | -20.1% | -0.5% | -19.6% | -19.9% |
| 6M | -24.6% | +6.6% | -31.2% | -26.1% |
| YTD | +24.0% | -2.8% | +26.7% | +22.3% |
| 1Y | +40.6% | -8.1% | +48.7% | +40.2% |
| All | +518.8% | -19.2% | +538.0% | +497.0% |
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