-11.1%
MOS vs GTLB
+3.8%
-14.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.2% | +0.8% |
| 7D | -2.0% | -0.7% | -1.2% | -2.0% |
| 30D | +15.3% | -10.2% | +25.5% | +15.0% |
| 3M | +1.5% | +10.1% | -8.6% | +1.5% |
| 6M | -2.0% | +116.5% | -118.4% | -1.2% |
| YTD | -6.5% | +27.2% | -33.7% | -4.2% |
| 1Y | -11.1% | +8.6% | -19.6% | -7.7% |
| All | -11.1% | +3.8% | -14.8% | -7.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling