-11.1%
MOS vs GAP
-12.4%
+1.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.6% | +0.9% |
| 7D | -2.0% | -1.9% | -0.1% | -1.7% |
| 30D | +15.3% | -7.1% | +22.4% | +16.4% |
| 3M | +1.5% | +4.1% | -2.6% | +0.5% |
| 6M | -2.0% | +1.9% | -3.9% | -3.1% |
| YTD | -6.5% | -15.2% | +8.7% | -6.4% |
| 1Y | -11.1% | -10.6% | -0.4% | -12.9% |
| All | -11.1% | -12.4% | +1.3% | -12.9% |
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