-19.3%
GIS vs MOS
-8.6%
-10.7%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.8% | -3.6% | -2.0% |
| 7D | +0.4% | +19.7% | -19.3% | -2.1% |
| 30D | +10.1% | +21.5% | -11.4% | +7.3% |
| 3M | -3.7% | -0.4% | -3.2% | -4.3% |
| 6M | +4.3% | +4.5% | -0.3% | +2.8% |
| YTD | -19.8% | -2.9% | -16.9% | -21.6% |
| All | -19.3% | -8.6% | -10.7% | -20.5% |
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