+492.6%
GEV vs MOS
-20.8%
+513.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.3% | +0.4% |
| 7D | -9.8% | +21.6% | -31.4% | -13.0% |
| 30D | -22.3% | +12.0% | -34.3% | -23.9% |
| 3M | -22.6% | -3.9% | -18.7% | -22.0% |
| 6M | -30.7% | -3.3% | -27.4% | -30.7% |
| YTD | +18.7% | -4.6% | +23.4% | +17.4% |
| 1Y | +41.0% | -7.0% | +48.0% | +39.7% |
| All | +492.6% | -20.8% | +513.4% | +473.5% |
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