-9.6%
MOS vs GEN
+24.6%
-34.2%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.2% | +3.6% | +1.9% |
| 7D | +9.5% | -1.2% | +10.7% | +9.8% |
| 30D | +10.4% | +10.1% | +0.3% | +7.6% |
| 3M | +12.9% | +16.1% | -3.2% | +8.4% |
| 6M | +1.2% | +38.9% | -37.6% | -7.9% |
| YTD | +9.3% | +14.4% | -5.1% | +5.1% |
| 1Y | -18.0% | +5.9% | -23.8% | -19.2% |
| 3Y | -29.0% | +58.8% | -87.8% | -39.1% |
| All | -9.6% | +24.6% | -34.2% | -18.5% |
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