-39.9%
MOS vs GTLB
-49.4%
+9.4%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.2% | +0.7% |
| 7D | -2.0% | -0.7% | -1.2% | -1.9% |
| 30D | +15.3% | -10.2% | +25.5% | +16.0% |
| 3M | +1.5% | +10.1% | -8.6% | +0.5% |
| 6M | -2.0% | +116.5% | -118.4% | -7.8% |
| YTD | -6.5% | +27.2% | -33.7% | -9.0% |
| 1Y | -11.1% | +8.6% | -19.6% | -12.4% |
| 3Y | -30.3% | +5.6% | -35.8% | -32.8% |
| 5Y | -33.5% | -61.8% | +28.3% | -40.2% |
| All | -39.9% | -49.4% | +9.4% | -44.8% |
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