-32.8%
MOS vs GEN
+32.5%
-65.3%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.6% | +2.8% | +0.7% |
| 7D | +21.6% | +2.3% | +19.3% | +21.1% |
| 30D | +12.0% | +33.1% | -21.1% | +4.9% |
| 3M | -3.9% | +6.5% | -10.4% | -5.8% |
| 6M | -3.3% | +53.8% | -57.1% | -14.3% |
| YTD | -4.6% | +11.2% | -15.9% | -7.8% |
| 1Y | -7.0% | +19.4% | -26.4% | -12.0% |
| 3Y | -24.4% | +81.0% | -105.5% | -37.5% |
| All | -32.8% | +32.5% | -65.3% | -42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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