-32.8%
MOS vs GAP
+5.0%
-37.8%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.1% | +4.3% | +0.8% |
| 7D | +21.6% | -3.8% | +25.4% | +22.4% |
| 30D | +12.0% | -9.0% | +21.0% | +13.5% |
| 3M | -3.9% | +5.5% | -9.3% | -5.1% |
| 6M | -3.3% | -11.1% | +7.8% | -2.3% |
| YTD | -4.6% | -13.6% | +8.9% | -3.8% |
| 1Y | -7.0% | -2.9% | -4.1% | -8.1% |
| 3Y | -24.4% | +69.6% | -94.0% | -36.4% |
| All | -32.8% | +5.0% | -37.8% | -43.9% |
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 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