+620.7%
GEV vs MOS
-9.2%
+629.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.3% |
| 7D | +3.3% | +9.5% | -6.2% | +1.4% |
| 30D | -7.5% | +10.4% | -17.9% | -9.5% |
| 3M | -2.2% | +12.9% | -15.1% | -5.2% |
| 6M | +12.1% | +1.2% | +10.9% | +10.3% |
| YTD | +44.4% | +9.3% | +35.1% | +38.7% |
| 1Y | +57.7% | -18.0% | +75.6% | +64.1% |
| All | +620.7% | -9.2% | +629.9% | +577.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling