+118.3%
MOS vs GSK
+1,721.8%
-1,603.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | +21.6% | +1.7% | +19.9% | +21.1% |
| 30D | +12.0% | +7.0% | +4.9% | +9.4% |
| 3M | -3.9% | -2.7% | -1.2% | -3.1% |
| 6M | -3.3% | +1.4% | -4.7% | -4.1% |
| YTD | -4.6% | +5.3% | -10.0% | -7.1% |
| 1Y | -7.0% | +10.6% | -17.6% | -11.0% |
| 3Y | -24.4% | +62.6% | -87.0% | -38.6% |
| 5Y | -32.1% | +41.7% | -73.8% | -42.7% |
| 10Y | +10.3% | +104.7% | -94.4% | -18.7% |
| All | +118.3% | +1,721.8% | -1,603.5% | -0.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling