-4.2%
MOS vs GFI
+521.0%
-525.1%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.1% | +2.7% |
| 7D | +7.1% | +5.7% | +1.4% | +6.1% |
| 30D | +15.0% | +15.6% | -0.6% | +12.5% |
| 3M | +24.1% | +31.5% | -7.4% | +18.7% |
| 6M | +2.7% | -3.7% | +6.4% | +2.1% |
| YTD | +12.2% | +11.2% | +1.0% | +9.0% |
| 1Y | -16.3% | +36.4% | -52.7% | -21.1% |
| 3Y | -23.3% | +313.5% | -336.8% | -38.5% |
| 5Y | -4.2% | +528.0% | -532.2% | -20.5% |
| All | -4.2% | +521.0% | -525.1% | -20.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling