-21.3%
GFS vs MOS
-38.8%
+17.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +3.3% | -13.2% | -10.6% |
| 7D | -20.7% | +22.5% | -43.2% | -24.6% |
| 30D | -25.2% | +6.6% | -31.9% | -26.7% |
| 3M | -26.3% | -3.8% | -22.5% | -26.4% |
| 6M | -50.7% | -2.2% | -48.5% | -51.3% |
| YTD | +4.5% | -4.8% | +9.3% | +2.1% |
| 1Y | +2.5% | -11.7% | +14.2% | +1.8% |
| 3Y | -30.9% | -26.5% | -4.4% | -30.1% |
| 5Y | -42.6% | -32.2% | -10.4% | -41.2% |
| All | -21.3% | -38.8% | +17.5% | -19.7% |
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