+526.0%
GLW vs MOS
-3.5%
+529.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.7% | -5.0% | -4.5% |
| 7D | +7.7% | -2.0% | +9.7% | +8.2% |
| 30D | -18.8% | +15.3% | -34.1% | -22.3% |
| 3M | -27.7% | +1.5% | -29.2% | -28.9% |
| 6M | -44.4% | -2.0% | -42.5% | -45.1% |
| YTD | +31.3% | -6.5% | +37.8% | +29.6% |
| 1Y | +40.0% | -11.1% | +51.1% | +39.6% |
| 3Y | +339.2% | -30.3% | +369.5% | +353.2% |
| 5Y | +229.2% | -33.5% | +262.7% | +223.0% |
| All | +526.0% | -3.5% | +529.4% | +407.7% |
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 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