-7.0%
MOS vs GAP
-5.7%
-1.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.1% | +4.3% | +0.8% |
| 7D | +21.6% | -3.8% | +25.4% | +22.2% |
| 30D | +12.0% | -9.0% | +21.0% | +13.3% |
| 3M | -3.9% | +5.5% | -9.3% | -5.0% |
| 6M | -3.3% | -11.1% | +7.8% | -2.9% |
| YTD | -4.6% | -13.6% | +8.9% | -4.8% |
| 1Y | -7.0% | -2.9% | -4.1% | -11.9% |
| All | -7.0% | -5.7% | -1.3% | -11.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling