-7.9%
MOS vs GFI
-2.2%
-5.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -7.0% | +8.0% | +2.9% |
| 7D | +24.8% | +10.4% | +14.4% | +21.4% |
| 30D | +22.7% | +3.6% | +19.1% | +21.1% |
| 3M | -1.2% | -5.1% | +3.9% | -0.7% |
| 6M | +5.5% | -13.0% | +18.6% | +7.0% |
| YTD | -2.0% | -8.0% | +6.1% | -3.1% |
| 1Y | -7.9% | -5.0% | -2.9% | -10.1% |
| All | -7.9% | -2.2% | -5.7% | -10.1% |
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