-34.4%
MOS vs GSK
+44.4%
-78.8%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.6% |
| 7D | -2.0% | +1.1% | -3.1% | -2.2% |
| 30D | +15.3% | +6.3% | +9.0% | +13.8% |
| 3M | +1.5% | +1.8% | -0.3% | +1.0% |
| 6M | -2.0% | +1.7% | -3.6% | -2.5% |
| YTD | -6.5% | +6.5% | -13.1% | -8.3% |
| 1Y | -11.1% | +9.5% | -20.5% | -13.3% |
| 3Y | -30.3% | +65.3% | -95.6% | -40.7% |
| All | -34.4% | +44.4% | -78.8% | -41.7% |
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