+8.2%
MOS vs GSK
+80.0%
-71.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.9% | +3.3% | +2.1% |
| 7D | +9.5% | -1.8% | +11.4% | +10.2% |
| 30D | +10.4% | -2.2% | +12.6% | +11.2% |
| 3M | +12.9% | -1.8% | +14.7% | +13.3% |
| 6M | +1.2% | -10.6% | +11.9% | +4.9% |
| YTD | +9.3% | +4.4% | +4.9% | +6.6% |
| 1Y | -18.0% | +30.4% | -48.4% | -27.3% |
| 3Y | -29.0% | +60.1% | -89.1% | -44.5% |
| 5Y | -9.6% | +46.8% | -56.4% | -27.6% |
| All | +8.2% | +80.0% | -71.8% | -21.0% |
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