+150.2%
MOS vs GFI
+688.7%
-538.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.6% | +3.0% | +1.6% |
| 7D | +9.5% | +3.1% | +6.4% | +9.1% |
| 30D | +10.4% | +27.1% | -16.7% | +7.2% |
| 3M | +12.9% | +21.2% | -8.3% | +10.0% |
| 6M | +1.2% | -4.5% | +5.7% | +1.1% |
| YTD | +9.3% | +11.7% | -2.4% | +6.8% |
| 1Y | -18.0% | +46.0% | -64.0% | -22.7% |
| 3Y | -29.0% | +309.6% | -338.6% | -42.0% |
| 5Y | -9.6% | +506.0% | -515.6% | -31.4% |
| 10Y | +6.1% | +1,009.2% | -1,003.1% | -31.0% |
| All | +150.2% | +688.7% | -538.5% | +60.7% |
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