+767.2%
GLW vs MOS
+5.8%
+761.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.4% | +4.3% | +5.3% |
| 7D | +3.8% | +9.5% | -5.8% | +1.4% |
| 30D | -1.3% | +10.4% | -11.8% | -4.0% |
| 3M | -21.8% | +12.9% | -34.7% | -24.7% |
| 6M | +6.9% | +1.2% | +5.7% | +5.0% |
| YTD | +77.2% | +9.3% | +67.8% | +70.0% |
| 1Y | +123.2% | -18.0% | +141.2% | +128.9% |
| 3Y | +400.0% | -29.0% | +429.0% | +418.1% |
| 5Y | +342.8% | -9.6% | +352.4% | +301.8% |
| All | +767.2% | +5.8% | +761.4% | +590.3% |
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