+526.6%
GEV vs MOS
-22.9%
+549.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.6% | +5.8% | +1.9% |
| 7D | +6.2% | -2.6% | +8.8% | +6.6% |
| 30D | -18.4% | +13.5% | -31.9% | -20.4% |
| 3M | -21.2% | -2.9% | -18.3% | -21.0% |
| 6M | -23.6% | -1.0% | -22.6% | -24.1% |
| YTD | +25.5% | -7.2% | +32.7% | +24.6% |
| 1Y | +42.6% | -11.4% | +54.0% | +42.7% |
| All | +526.6% | -22.9% | +549.5% | +508.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling