-28.3%
MOS vs GSK
+60.3%
-88.6%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.9% | +3.3% | +1.7% |
| 7D | +9.5% | -1.8% | +11.4% | +9.8% |
| 30D | +10.4% | -2.2% | +12.6% | +10.7% |
| 3M | +12.9% | -1.8% | +14.7% | +13.1% |
| 6M | +1.2% | -10.6% | +11.9% | +2.3% |
| YTD | +9.3% | +4.4% | +4.9% | +8.5% |
| 1Y | -18.0% | +30.4% | -48.4% | -21.2% |
| All | -28.3% | +60.3% | -88.6% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling