-32.1%
MOS vs GLXY
-38.3%
+6.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +6.2% | -4.4% | +1.8% |
| 7D | +19.7% | -0.5% | +20.2% | +19.2% |
| 30D | +21.5% | -28.6% | +50.1% | +22.2% |
| 3M | -0.4% | -28.1% | +27.6% | +0.1% |
| 6M | +4.5% | -52.0% | +56.5% | +6.4% |
| YTD | -2.9% | -35.1% | +32.2% | -2.6% |
| 1Y | -7.7% | -54.0% | +46.3% | -6.4% |
| All | -32.1% | -38.3% | +6.2% | -29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 10y: compounded portfolio wealth divided by compounded GLXY 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…
10y analysis · Full analysis span regression · 6 months rolling