-19.4%
MOS vs GFI
+32.8%
-52.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | +1.7% | +4.7% | -3.0% | +0.6% |
| 30D | +11.7% | +14.4% | -2.8% | +8.3% |
| 3M | +23.2% | +32.5% | -9.3% | +15.2% |
| 6M | -1.6% | -7.2% | +5.5% | -2.9% |
| YTD | +10.8% | +10.9% | 0.0% | +6.5% |
| All | -19.4% | +32.8% | -52.1% | -21.2% |
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 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