-34.0%
MOS vs GTLB
-61.5%
+27.5%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.1% | -4.5% | -4.6% |
| 7D | -2.6% | -3.5% | +0.9% | -2.3% |
| 30D | +13.5% | -9.0% | +22.4% | +14.1% |
| 3M | -2.9% | +15.9% | -18.8% | -4.2% |
| 6M | -1.0% | +104.9% | -105.8% | -6.8% |
| YTD | -7.2% | +26.0% | -33.2% | -9.7% |
| 1Y | -11.4% | +1.8% | -13.2% | -12.4% |
| 3Y | -29.0% | +6.0% | -35.0% | -31.8% |
| 5Y | -34.0% | -62.2% | +28.2% | -37.6% |
| All | -34.0% | -61.5% | +27.5% | -37.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling