+2.8%
MOS vs GSK
+101.6%
-98.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.4% | -0.6% | +1.0% |
| 7D | +19.7% | +4.9% | +14.7% | +17.8% |
| 30D | +21.5% | +10.8% | +10.7% | +17.2% |
| 3M | -0.4% | -1.8% | +1.4% | +0.1% |
| 6M | +4.5% | +4.1% | +0.4% | +2.6% |
| YTD | -2.9% | +7.9% | -10.8% | -6.5% |
| 1Y | -7.7% | +14.4% | -22.2% | -13.1% |
| 3Y | -25.6% | +68.1% | -93.7% | -42.6% |
| 5Y | -31.2% | +47.7% | -78.8% | -44.5% |
| 10Y | +2.8% | +100.5% | -97.7% | -27.5% |
| All | +2.8% | +101.6% | -98.8% | -27.5% |
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