-6.3%
MOS vs GPC
+74.9%
-81.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.5% |
| 7D | -2.0% | +0.4% | -2.4% | -2.2% |
| 30D | +15.3% | -6.3% | +21.6% | +19.1% |
| 3M | +1.5% | -8.2% | +9.7% | +5.9% |
| 6M | -2.0% | +27.1% | -29.1% | -15.6% |
| YTD | -6.5% | +3.1% | -9.7% | -10.9% |
| 1Y | -11.1% | +0.1% | -11.1% | -13.9% |
| 3Y | -30.3% | +0.2% | -30.5% | -36.3% |
| 5Y | -33.5% | +4.9% | -38.4% | -43.2% |
| All | -6.3% | +74.9% | -81.2% | -41.5% |
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