+16.3%
MOS vs GFI
+1,023.9%
-1,007.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.2% |
| 7D | +1.7% | +4.7% | -3.0% | +1.2% |
| 30D | +11.7% | +14.4% | -2.8% | +10.2% |
| 3M | +23.2% | +32.5% | -9.3% | +19.7% |
| 6M | -1.6% | -7.2% | +5.5% | -1.7% |
| YTD | +10.8% | +10.9% | 0.0% | +9.0% |
| 1Y | -16.2% | +35.5% | -51.7% | -19.2% |
| 3Y | -24.2% | +312.1% | -336.3% | -33.7% |
| 5Y | -6.6% | +524.6% | -531.2% | -21.4% |
| 10Y | +16.3% | +1,092.7% | -1,076.4% | +5.2% |
| All | +16.3% | +1,023.9% | -1,007.6% | +5.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling