-29.8%
MOS vs GTLB
-47.1%
+17.4%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.4% | +1.3% |
| 7D | +9.5% | +11.1% | -1.5% | +8.7% |
| 30D | +10.4% | +37.8% | -27.4% | +7.9% |
| 3M | +12.9% | +61.6% | -48.7% | +8.9% |
| 6M | +1.2% | +98.9% | -97.7% | -4.2% |
| YTD | +9.3% | +32.8% | -23.5% | +6.3% |
| 1Y | -18.0% | +14.7% | -32.6% | -19.5% |
| 3Y | -29.0% | +1.3% | -30.4% | -31.4% |
| All | -29.8% | -47.1% | +17.4% | -35.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling