-10.3%
GFS vs MOS
-39.9%
+29.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.7% | -3.4% | -2.9% |
| 7D | +7.4% | -2.0% | +9.3% | +7.8% |
| 30D | -15.3% | +15.3% | -30.6% | -18.4% |
| 3M | -21.1% | +1.5% | -22.6% | -22.2% |
| 6M | -44.5% | -2.0% | -42.5% | -45.2% |
| YTD | +19.2% | -6.5% | +25.7% | +16.9% |
| 1Y | +27.2% | -11.1% | +38.3% | +26.0% |
| 3Y | -20.1% | -30.3% | +10.1% | -18.1% |
| 5Y | -25.6% | -33.5% | +7.9% | -23.4% |
| All | -10.3% | -39.9% | +29.6% | -8.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling