-1.6%
MOS vs GSK
+102.9%
-104.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.2% |
| 7D | +24.8% | +5.2% | +19.6% | +22.8% |
| 30D | +22.7% | +10.2% | +12.5% | +18.5% |
| 3M | -1.2% | -0.9% | -0.3% | -1.1% |
| 6M | +5.5% | +3.5% | +2.1% | +3.8% |
| YTD | -2.0% | +7.2% | -9.2% | -5.4% |
| 1Y | -7.9% | +12.0% | -19.9% | -12.7% |
| 3Y | -25.0% | +67.3% | -92.3% | -42.1% |
| 5Y | -27.7% | +45.3% | -73.0% | -41.3% |
| 10Y | -1.6% | +101.8% | -103.3% | -30.4% |
| All | -1.6% | +102.9% | -104.5% | -30.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling