+7.6%
MOS vs GPC
+85.6%
-77.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.5% | +0.8% |
| 7D | +21.6% | +1.6% | +20.0% | +20.7% |
| 30D | +12.0% | -2.1% | +14.0% | +13.0% |
| 3M | -3.9% | -6.8% | +2.9% | -0.6% |
| 6M | -3.3% | +18.6% | -21.9% | -13.6% |
| YTD | -4.6% | +2.7% | -7.3% | -8.9% |
| 1Y | -7.0% | +1.8% | -8.8% | -10.8% |
| 3Y | -24.4% | +1.1% | -25.5% | -31.4% |
| 5Y | -32.1% | +4.1% | -36.2% | -41.8% |
| All | +7.6% | +85.6% | -77.9% | -36.8% |
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