-27.7%
MOS vs GFI
+353.0%
-380.7%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -7.0% | +8.0% | +2.1% |
| 7D | +24.8% | +10.4% | +14.4% | +22.8% |
| 30D | +22.7% | +3.6% | +19.1% | +21.8% |
| 3M | -1.2% | -5.1% | +3.9% | -0.7% |
| 6M | +5.5% | -13.0% | +18.6% | +6.8% |
| YTD | -2.0% | -8.0% | +6.1% | -2.2% |
| 1Y | -7.9% | -5.0% | -2.9% | -8.7% |
| 3Y | -25.0% | +228.8% | -253.8% | -38.6% |
| 5Y | -27.7% | +354.4% | -382.1% | -40.5% |
| All | -27.7% | +353.0% | -380.7% | -40.5% |
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