-33.4%
MOS vs GLXY
-44.8%
+11.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -7.1% | +10.4% | +3.3% |
| 7D | +22.5% | -28.4% | +50.9% | +22.9% |
| 30D | +6.6% | -41.4% | +48.0% | +7.6% |
| 3M | -3.8% | -31.9% | +28.1% | -3.4% |
| 6M | -2.2% | -57.2% | +55.0% | -0.4% |
| YTD | -4.8% | -41.9% | +37.2% | -4.5% |
| 1Y | -11.7% | -58.7% | +47.0% | -10.5% |
| All | -33.4% | -44.8% | +11.4% | -31.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling