+112.4%
MOS vs GFI
+508.9%
-396.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -4.7% | +0.2% | -4.0% |
| 7D | -2.6% | -5.4% | +2.9% | -1.9% |
| 30D | +13.5% | -1.5% | +15.0% | +13.7% |
| 3M | -2.9% | -10.2% | +7.3% | -1.8% |
| 6M | -1.0% | -19.3% | +18.3% | +1.1% |
| YTD | -7.2% | -13.7% | +6.5% | -6.6% |
| 1Y | -11.4% | -12.1% | +0.7% | -11.1% |
| 3Y | -29.0% | +208.4% | -237.3% | -39.9% |
| 5Y | -34.0% | +301.4% | -335.4% | -47.4% |
| 10Y | -4.0% | +1,285.2% | -1,289.2% | -39.2% |
| All | +112.4% | +508.9% | -396.5% | +40.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling