-25.0%
MOS vs GAP
+77.2%
-102.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.1% | +1.1% |
| 7D | +24.8% | -0.1% | +24.9% | +24.9% |
| 30D | +22.7% | -5.4% | +28.1% | +23.3% |
| 3M | -1.2% | +2.9% | -4.1% | -1.8% |
| 6M | +5.5% | -4.4% | +10.0% | +5.4% |
| YTD | -2.0% | -11.6% | +9.6% | -1.7% |
| 1Y | -7.9% | -6.0% | -1.9% | -8.4% |
| 3Y | -25.0% | +78.0% | -103.0% | -26.6% |
| All | -25.0% | +77.2% | -102.2% | -26.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling