+38.2%
GLW vs MOS
-7.3%
+45.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.8% | +8.3% | +7.5% |
| 7D | +1.4% | +5.5% | -4.0% | +1.2% |
| 30D | -18.2% | +21.0% | -39.2% | -19.1% |
| 3M | -24.2% | -0.5% | -23.7% | -22.9% |
| 6M | -41.7% | +6.6% | -48.3% | -41.6% |
| YTD | +38.3% | -2.8% | +41.1% | +40.1% |
| 1Y | +38.2% | -8.1% | +46.3% | +39.6% |
| All | +38.2% | -7.3% | +45.5% | +39.6% |
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