+0.6%
MOS vs GSK
+102.0%
-101.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.4% |
| 7D | +5.5% | -1.1% | +6.5% | +5.8% |
| 30D | +21.0% | +7.8% | +13.1% | +17.8% |
| 3M | -0.5% | +0.3% | -0.8% | -0.7% |
| 6M | +6.6% | +3.4% | +3.2% | +4.9% |
| YTD | -2.8% | +5.9% | -8.7% | -5.7% |
| 1Y | -8.1% | +8.2% | -16.3% | -11.7% |
| 3Y | -25.6% | +65.3% | -90.9% | -42.3% |
| 5Y | -29.8% | +43.3% | -73.1% | -42.6% |
| 10Y | +0.6% | +102.9% | -102.3% | -28.7% |
| All | +0.6% | +102.0% | -101.4% | -28.7% |
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