-18.0%
GIS vs MOS
+6.2%
-24.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.8% | -3.6% | -1.9% |
| 7D | +0.4% | +19.7% | -19.3% | -0.7% |
| 30D | +10.1% | +21.5% | -11.4% | +8.8% |
| 3M | -3.7% | -0.4% | -3.2% | -3.8% |
| 6M | +4.3% | +4.5% | -0.3% | +3.7% |
| YTD | -19.8% | -2.9% | -16.9% | -20.1% |
| 1Y | -20.5% | -7.7% | -12.7% | -20.6% |
| 3Y | -38.3% | -25.6% | -12.7% | -38.2% |
| 5Y | -32.2% | -31.2% | -1.0% | -32.5% |
| 10Y | -18.0% | +2.8% | -20.8% | -19.6% |
| All | -18.0% | +6.2% | -24.1% | -19.6% |
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