-24.4%
MOS vs GSK
+63.2%
-87.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | +21.6% | +1.7% | +19.9% | +21.3% |
| 30D | +12.0% | +7.0% | +4.9% | +10.9% |
| 3M | -3.9% | -2.7% | -1.2% | -3.6% |
| 6M | -3.3% | +1.4% | -4.7% | -3.6% |
| YTD | -4.6% | +5.3% | -10.0% | -5.5% |
| 1Y | -7.0% | +10.6% | -17.6% | -8.2% |
| 3Y | -24.4% | +62.6% | -87.0% | -28.6% |
| All | -24.4% | +63.2% | -87.6% | -28.6% |
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