-38.7%
MOS vs GTLB
-49.0%
+10.2%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +2.0% | +0.3% |
| 7D | +21.6% | -11.1% | +32.7% | +22.5% |
| 30D | +12.0% | -7.5% | +19.5% | +12.4% |
| 3M | -3.9% | +34.8% | -38.7% | -6.2% |
| 6M | -3.3% | +98.0% | -101.3% | -8.6% |
| YTD | -4.6% | +28.1% | -32.8% | -7.2% |
| 1Y | -7.0% | +5.6% | -12.5% | -8.2% |
| 3Y | -24.4% | +15.9% | -40.4% | -27.8% |
| 5Y | -32.1% | -61.1% | +29.0% | -38.9% |
| All | -38.7% | -49.0% | +10.2% | -43.7% |
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