+212.6%
GLW vs MOS
-32.4%
+245.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.5% | +2.6% |
| 7D | -13.9% | +21.6% | -35.5% | -17.1% |
| 30D | -35.0% | +12.0% | -47.0% | -36.5% |
| 3M | -32.4% | -3.9% | -28.5% | -32.2% |
| 6M | -41.3% | -3.3% | -38.0% | -41.5% |
| YTD | +21.8% | -4.6% | +26.5% | +20.6% |
| 1Y | +21.8% | -7.0% | +28.8% | +20.9% |
| 3Y | +307.7% | -24.4% | +332.1% | +312.2% |
| All | +212.6% | -32.4% | +245.0% | +209.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling