+37.8%
GEV vs MOS
-7.8%
+45.6%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.0% | -4.9% | -3.9% |
| 7D | -13.2% | +24.8% | -38.0% | -13.1% |
| 30D | -20.6% | +22.7% | -43.3% | -20.5% |
| 3M | -19.5% | -1.2% | -18.3% | -18.2% |
| 6M | -23.3% | +5.5% | -28.8% | -22.9% |
| YTD | +22.2% | -2.0% | +24.2% | +31.2% |
| 1Y | +37.8% | -7.9% | +45.7% | +48.3% |
| All | +37.8% | -7.8% | +45.6% | +48.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling