-18.0%
GIS vs MOS
-17.5%
-0.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.4% | -3.9% | -2.6% |
| 7D | -7.8% | +9.5% | -17.4% | -8.6% |
| 30D | +6.6% | +10.4% | -3.9% | +5.5% |
| 3M | +21.0% | +12.9% | +8.1% | +19.2% |
| 6M | -9.1% | +1.2% | -10.3% | -10.5% |
| YTD | -13.6% | +9.3% | -22.9% | -15.2% |
| 1Y | -18.0% | -18.0% | 0.0% | -19.5% |
| All | -18.0% | -17.5% | -0.5% | -19.5% |
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