+150.2%
MOS vs GAP
+2,258.2%
-2,108.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.9% | +1.3% |
| 7D | +9.5% | -4.5% | +14.0% | +10.6% |
| 30D | +10.4% | +9.0% | +1.4% | +7.8% |
| 3M | +12.9% | +5.0% | +7.9% | +11.1% |
| 6M | +1.2% | -17.8% | +19.1% | +4.3% |
| YTD | +9.3% | -10.4% | +19.7% | +10.1% |
| 1Y | -18.0% | -3.4% | -14.6% | -19.2% |
| 3Y | -29.0% | +111.5% | -140.5% | -46.6% |
| 5Y | -9.6% | +8.8% | -18.4% | -24.9% |
| 10Y | +6.1% | +32.9% | -26.8% | -24.5% |
| All | +150.2% | +2,258.2% | -2,108.0% | +3.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling