-37.5%
MOS vs GTLB
-49.8%
+12.3%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.2% | -0.9% |
| 7D | +5.5% | -9.6% | +15.1% | +6.1% |
| 30D | +21.0% | -15.5% | +36.5% | +22.2% |
| 3M | -0.5% | +12.4% | -12.8% | -1.6% |
| 6M | +6.6% | +84.6% | -78.0% | +1.4% |
| YTD | -2.8% | +26.1% | -28.9% | -5.3% |
| 1Y | -8.1% | +1.7% | -9.8% | -9.0% |
| 3Y | -25.6% | +6.1% | -31.7% | -28.4% |
| 5Y | -29.8% | -61.1% | +31.4% | -36.6% |
| All | -37.5% | -49.8% | +12.3% | -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