-2.4%
GFS vs MOS
-29.7%
+27.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.4% | +0.1% | +1.2% |
| 7D | +1.0% | +9.5% | -8.5% | -1.2% |
| 30D | -8.6% | +10.4% | -19.0% | -11.0% |
| 3M | -46.5% | +12.9% | -59.4% | -48.5% |
| 6M | -4.8% | +1.2% | -6.1% | -7.1% |
| YTD | +29.7% | +9.3% | +20.3% | +23.4% |
| 1Y | +35.8% | -18.0% | +53.8% | +39.7% |
| 3Y | -18.3% | -29.0% | +10.7% | -15.9% |
| All | -2.4% | -29.7% | +27.3% | -2.9% |
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 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