+118.0%
MOS vs GPC
+2,100.6%
-1,982.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.6% | +4.8% | +4.1% |
| 7D | +22.5% | +1.7% | +20.8% | +21.5% |
| 30D | +6.6% | -2.3% | +8.9% | +7.8% |
| 3M | -3.8% | -4.5% | +0.7% | -1.7% |
| 6M | -2.2% | +21.6% | -23.8% | -14.0% |
| YTD | -4.8% | +4.0% | -8.8% | -9.7% |
| 1Y | -11.7% | +3.5% | -15.2% | -16.1% |
| 3Y | -26.5% | +2.1% | -28.7% | -33.2% |
| 5Y | -32.2% | +5.5% | -37.7% | -41.1% |
| 10Y | +10.2% | +90.7% | -80.6% | -33.6% |
| All | +118.0% | +2,100.6% | -1,982.6% | -52.0% |
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