-23.6%
MOS vs GLXY
+12.0%
-35.6%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.1% | +1.4% |
| 7D | +9.5% | +13.4% | -3.9% | +9.0% |
| 30D | +10.4% | +38.1% | -27.7% | +9.2% |
| 3M | +12.9% | -7.3% | +20.2% | +13.2% |
| 6M | +1.2% | +8.2% | -6.9% | +1.5% |
| YTD | +9.3% | +17.8% | -8.4% | +8.0% |
| 1Y | -18.0% | +14.9% | -32.9% | -17.2% |
| All | -23.6% | +12.0% | -35.6% | -22.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling