-8.8%
MOS vs GAP
-4.6%
-4.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.5% | -1.7% | +1.3% |
| 7D | +19.7% | 0.0% | +19.6% | +19.6% |
| 30D | +21.5% | -4.3% | +25.8% | +21.9% |
| 3M | -0.4% | +9.4% | -9.8% | -2.1% |
| 6M | +4.5% | -3.3% | +7.8% | +3.8% |
| YTD | -2.9% | -10.5% | +7.6% | -3.5% |
| All | -8.8% | -4.6% | -4.2% | -11.8% |
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