-18.0%
MOS vs GSK
+31.2%
-49.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.9% | +3.3% | +1.5% |
| 7D | +9.5% | -1.8% | +11.4% | +9.7% |
| 30D | +10.4% | -2.2% | +12.6% | +10.6% |
| 3M | +12.9% | -1.8% | +14.7% | +13.0% |
| 6M | +1.2% | -10.6% | +11.9% | +0.3% |
| YTD | +9.3% | +4.4% | +4.9% | +11.1% |
| 1Y | -18.0% | +30.4% | -48.4% | -9.1% |
| All | -18.0% | +31.2% | -49.2% | -9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 GSK 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