-17.7%
GIS vs MOS
+8.6%
-26.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.4% | -3.9% | -2.5% |
| 7D | -7.8% | +9.5% | -17.4% | -8.3% |
| 30D | +6.6% | +10.4% | -3.9% | +6.0% |
| 3M | +21.0% | +12.9% | +8.1% | +20.0% |
| 6M | -9.1% | +1.2% | -10.3% | -9.5% |
| YTD | -13.6% | +9.3% | -22.9% | -14.3% |
| 1Y | -18.0% | -18.0% | 0.0% | -17.6% |
| 3Y | -33.7% | -29.0% | -4.6% | -33.4% |
| 5Y | -19.4% | -9.6% | -9.9% | -20.8% |
| All | -17.7% | +8.6% | -26.3% | -18.1% |
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