-27.5%
MOS vs GSK
+64.8%
-92.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.6% |
| 7D | +5.5% | -1.1% | +6.5% | +5.6% |
| 30D | +21.0% | +7.8% | +13.1% | +19.6% |
| 3M | -0.5% | +0.3% | -0.8% | -0.6% |
| 6M | +6.6% | +3.4% | +3.2% | +6.0% |
| YTD | -2.8% | +5.9% | -8.7% | -3.7% |
| 1Y | -8.1% | +8.2% | -16.3% | -9.2% |
| All | -27.5% | +64.8% | -92.3% | -33.8% |
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