+35.8%
GFS vs MOS
-17.5%
+53.3%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.4% | +0.1% | +1.4% |
| 7D | +1.0% | +9.5% | -8.5% | +0.3% |
| 30D | -8.6% | +10.4% | -19.0% | -9.3% |
| 3M | -46.5% | +12.9% | -59.4% | -47.3% |
| 6M | -4.8% | +1.2% | -6.1% | -7.2% |
| YTD | +29.7% | +9.3% | +20.3% | +24.3% |
| 1Y | +35.8% | -18.0% | +53.8% | +46.0% |
| All | +35.8% | -17.5% | +53.3% | +46.0% |
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