-37.6%
MOS vs GTLB
-50.0%
+12.4%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.0% | +3.9% | +2.0% |
| 7D | +19.7% | -9.6% | +29.2% | +20.4% |
| 30D | +21.5% | -14.5% | +36.0% | +22.6% |
| 3M | -0.4% | +20.9% | -21.3% | -2.0% |
| 6M | +4.5% | +81.4% | -76.8% | -0.5% |
| YTD | -2.9% | +25.6% | -28.5% | -5.4% |
| 1Y | -7.7% | +3.4% | -11.2% | -8.8% |
| 3Y | -25.6% | +8.9% | -34.5% | -28.6% |
| 5Y | -31.2% | -64.0% | +32.8% | -38.3% |
| All | -37.6% | -50.0% | +12.4% | -42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 10y: compounded portfolio wealth divided by compounded GTLB 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…
10y analysis · Full analysis span regression · 6 months rolling