+0.6%
MOS vs GPC
+78.6%
-78.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | -0.1% | -0.4% |
| 7D | +5.5% | -2.1% | +7.6% | +6.6% |
| 30D | +21.0% | -4.5% | +25.5% | +23.7% |
| 3M | -0.5% | -7.7% | +7.2% | +3.5% |
| 6M | +6.6% | +24.3% | -17.7% | -7.1% |
| YTD | -2.8% | +3.5% | -6.2% | -7.5% |
| 1Y | -8.1% | +0.7% | -8.8% | -11.3% |
| 3Y | -25.6% | 0.0% | -25.6% | -31.9% |
| 5Y | -29.8% | +5.8% | -35.6% | -40.4% |
| 10Y | +0.6% | +75.8% | -75.2% | -38.4% |
| All | +0.6% | +78.6% | -78.0% | -38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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