+2.8%
MOS vs GAP
+20.3%
-17.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.5% | -1.7% | +0.9% |
| 7D | +19.7% | 0.0% | +19.6% | +19.7% |
| 30D | +21.5% | -4.3% | +25.8% | +22.7% |
| 3M | -0.4% | +9.4% | -9.8% | -3.6% |
| 6M | +4.5% | -3.3% | +7.8% | +3.9% |
| YTD | -2.9% | -10.5% | +7.6% | -2.5% |
| 1Y | -7.7% | -2.4% | -5.3% | -9.8% |
| 3Y | -25.6% | +80.1% | -105.7% | -45.7% |
| 5Y | -31.2% | +6.5% | -37.6% | -44.9% |
| 10Y | +2.8% | +14.6% | -11.8% | -38.0% |
| All | +2.8% | +20.3% | -17.5% | -38.0% |
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