-6.3%
MOS vs GSK
+105.0%
-111.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.5% |
| 7D | -2.0% | +1.1% | -3.1% | -2.4% |
| 30D | +15.3% | +6.3% | +9.0% | +12.9% |
| 3M | +1.5% | +1.8% | -0.3% | +0.7% |
| 6M | -2.0% | +1.7% | -3.6% | -3.0% |
| YTD | -6.5% | +6.5% | -13.1% | -9.6% |
| 1Y | -11.1% | +9.5% | -20.5% | -14.9% |
| 3Y | -30.3% | +65.3% | -95.6% | -45.9% |
| 5Y | -33.5% | +43.7% | -77.2% | -45.7% |
| All | -6.3% | +105.0% | -111.3% | -34.8% |
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