+17.7%
GFS vs MOS
-16.2%
+33.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +17.4% | -23.3% | -5.8% |
| 7D | -12.5% | +17.9% | -30.5% | -12.4% |
| 30D | -16.9% | +1.6% | -18.5% | -16.6% |
| 3M | -22.3% | -4.0% | -18.3% | -22.0% |
| 6M | -40.2% | -4.1% | -36.1% | -40.3% |
| YTD | +16.0% | -7.8% | +23.8% | +14.4% |
| 1Y | +17.7% | -15.6% | +33.2% | +18.9% |
| All | +17.7% | -16.2% | +33.9% | +18.9% |
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