+297.3%
GLW vs MOS
-26.7%
+324.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +3.3% | -16.2% | -13.3% |
| 7D | -19.7% | +22.5% | -42.2% | -22.3% |
| 30D | -38.8% | +6.6% | -45.4% | -39.3% |
| 3M | -33.9% | -3.8% | -30.1% | -33.4% |
| 6M | -36.0% | -2.2% | -33.8% | -36.0% |
| YTD | +18.7% | -4.8% | +23.5% | +17.9% |
| 1Y | +19.8% | -11.7% | +31.5% | +20.3% |
| All | +297.3% | -26.7% | +324.0% | +304.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling