-9.6%
MOS vs GAP
+9.0%
-18.5%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.9% | +1.3% |
| 7D | +9.5% | -4.5% | +14.0% | +10.3% |
| 30D | +10.4% | +9.0% | +1.4% | +8.6% |
| 3M | +12.9% | +5.0% | +7.9% | +11.6% |
| 6M | +1.2% | -17.8% | +19.1% | +3.4% |
| YTD | +9.3% | -10.4% | +19.7% | +9.9% |
| 1Y | -18.0% | -3.4% | -14.6% | -18.9% |
| 3Y | -29.0% | +111.5% | -140.5% | -43.6% |
| All | -9.6% | +9.0% | -18.5% | -21.4% |
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