-32.8%
MOS vs GSK
+43.2%
-76.0%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | +21.6% | +1.7% | +19.9% | +21.2% |
| 30D | +12.0% | +7.0% | +4.9% | +10.4% |
| 3M | -3.9% | -2.7% | -1.2% | -3.4% |
| 6M | -3.3% | +1.4% | -4.7% | -3.8% |
| YTD | -4.6% | +5.3% | -10.0% | -6.2% |
| 1Y | -7.0% | +10.6% | -17.6% | -9.5% |
| 3Y | -24.4% | +62.6% | -87.0% | -35.4% |
| All | -32.8% | +43.2% | -76.0% | -39.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling