-18.4%
MOS vs GPC
+2.9%
-21.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +1.1% |
| 7D | +9.5% | +1.2% | +8.3% | +9.1% |
| 30D | +10.4% | +6.0% | +4.5% | +8.4% |
| 3M | +12.9% | +42.6% | -29.7% | -1.9% |
| 6M | +1.2% | +22.8% | -21.5% | -8.3% |
| YTD | +9.3% | +15.5% | -6.1% | -2.9% |
| All | -18.4% | +2.9% | -21.3% | -23.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling