+514.9%
GEV vs MOS
-22.4%
+537.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.7% | -2.6% | -2.0% |
| 7D | +3.7% | -2.0% | +5.7% | +4.0% |
| 30D | -14.7% | +15.3% | -30.0% | -17.0% |
| 3M | -23.4% | +1.5% | -24.9% | -23.8% |
| 6M | -24.3% | -2.0% | -22.4% | -24.7% |
| YTD | +23.2% | -6.5% | +29.7% | +22.2% |
| 1Y | +44.2% | -11.1% | +55.3% | +44.3% |
| All | +514.9% | -22.4% | +537.2% | +496.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling