-15.6%
MOS vs GFI
+6.9%
-22.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.4% | +6.3% | +11.0% | +15.6% |
| 7D | +17.9% | +1.4% | +16.5% | +17.4% |
| 30D | +1.6% | +3.0% | -1.4% | +0.6% |
| 3M | -4.0% | +10.2% | -14.2% | -6.8% |
| 6M | -4.1% | -10.1% | +5.9% | -3.3% |
| YTD | -7.8% | -11.4% | +3.6% | -7.7% |
| 1Y | -15.6% | +8.4% | -24.0% | -19.1% |
| All | -15.6% | +6.9% | -22.5% | -19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 1y: compounded portfolio wealth divided by compounded GFI 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…
1y analysis · Full analysis span regression · 6 months rolling