+27.7%
GLW vs MOS
-7.8%
+35.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.0% | -4.3% | -3.3% |
| 7D | -11.1% | +24.8% | -35.9% | -12.3% |
| 30D | -28.4% | +22.7% | -51.1% | -29.3% |
| 3M | -28.8% | -1.2% | -27.6% | -27.4% |
| 6M | -39.8% | +5.5% | -45.4% | -39.6% |
| YTD | +28.7% | -2.0% | +30.7% | +30.3% |
| 1Y | +27.7% | -7.9% | +35.7% | +28.9% |
| All | +27.7% | -7.8% | +35.5% | +28.9% |
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