+562.0%
GLW vs MOS
-1.8%
+563.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.8% | +8.3% | +7.6% |
| 7D | +1.4% | +5.5% | -4.0% | +0.1% |
| 30D | -18.2% | +21.0% | -39.2% | -22.5% |
| 3M | -24.2% | -0.5% | -23.7% | -24.9% |
| 6M | -41.7% | +6.6% | -48.3% | -43.6% |
| YTD | +38.3% | -2.8% | +41.1% | +35.4% |
| 1Y | +38.2% | -8.1% | +46.3% | +36.7% |
| 3Y | +363.4% | -25.6% | +389.0% | +370.6% |
| 5Y | +254.6% | -29.8% | +284.3% | +243.3% |
| 10Y | +562.0% | +0.6% | +561.4% | +432.3% |
| All | +562.0% | -1.8% | +563.8% | +432.3% |
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