+4,542.6%
GLW vs MOS
+155.8%
+4,386.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.4% | +4.3% | +5.3% |
| 7D | +3.8% | +9.5% | -5.8% | +1.3% |
| 30D | -1.3% | +10.4% | -11.8% | -4.2% |
| 3M | -21.8% | +12.9% | -34.7% | -24.8% |
| 6M | +6.9% | +1.2% | +5.7% | +5.0% |
| YTD | +77.2% | +9.3% | +67.8% | +69.7% |
| 1Y | +123.2% | -18.0% | +141.2% | +129.0% |
| 3Y | +400.0% | -29.0% | +429.0% | +417.9% |
| 5Y | +342.8% | -9.6% | +352.4% | +307.2% |
| 10Y | +771.4% | +6.1% | +765.3% | +589.5% |
| All | +4,542.6% | +155.8% | +4,386.8% | +1,963.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling