-29.8%
MOS vs GAP
+5.8%
-35.6%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | -0.5% |
| 7D | +5.5% | -9.3% | +14.8% | +7.0% |
| 30D | +21.0% | -5.5% | +26.4% | +21.9% |
| 3M | -0.5% | +3.5% | -3.9% | -1.4% |
| 6M | +6.6% | +0.7% | +5.9% | +5.6% |
| YTD | -2.8% | -13.4% | +10.6% | -1.9% |
| 1Y | -8.1% | -7.7% | -0.4% | -8.4% |
| 3Y | -25.6% | +74.4% | -100.0% | -37.7% |
| 5Y | -29.8% | +5.3% | -35.1% | -41.2% |
| All | -29.8% | +5.8% | -35.6% | -41.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling