+7.6%
MOS vs GAP
+15.9%
-8.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.1% | +4.3% | +1.2% |
| 7D | +21.6% | -3.8% | +25.4% | +22.9% |
| 30D | +12.0% | -9.0% | +21.0% | +14.6% |
| 3M | -3.9% | +5.5% | -9.3% | -6.0% |
| 6M | -3.3% | -11.1% | +7.8% | -1.7% |
| YTD | -4.6% | -13.6% | +8.9% | -3.4% |
| 1Y | -7.0% | -2.9% | -4.1% | -9.0% |
| 3Y | -24.4% | +69.6% | -94.0% | -43.9% |
| 5Y | -32.1% | +5.4% | -37.5% | -45.7% |
| All | +7.6% | +15.9% | -8.2% | -34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 10y: compounded portfolio wealth divided by compounded GAP 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…
10y analysis · Full analysis span regression · 6 months rolling