+150.2%
MOS vs GPC
+2,341.8%
-2,191.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +0.8% |
| 7D | +9.5% | +1.2% | +8.3% | +8.8% |
| 30D | +10.4% | +6.0% | +4.5% | +6.8% |
| 3M | +12.9% | +42.6% | -29.7% | -8.9% |
| 6M | +1.2% | +22.8% | -21.5% | -11.3% |
| YTD | +9.3% | +15.5% | -6.1% | -1.9% |
| 1Y | -18.0% | +2.0% | -20.0% | -21.2% |
| 3Y | -29.0% | -1.4% | -27.6% | -34.1% |
| 5Y | -9.6% | +30.6% | -40.2% | -30.6% |
| 10Y | +6.1% | +80.6% | -74.5% | -33.9% |
| All | +150.2% | +2,341.8% | -2,191.5% | -47.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling