-37.0%
MOS vs GTLB
-50.5%
+13.5%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +1.9% | +1.0% |
| 7D | +24.8% | -10.9% | +35.7% | +25.7% |
| 30D | +22.7% | -15.3% | +38.0% | +23.9% |
| 3M | -1.2% | +14.6% | -15.8% | -2.4% |
| 6M | +5.5% | +79.6% | -74.1% | +0.6% |
| YTD | -2.0% | +24.3% | -26.3% | -4.4% |
| 1Y | -7.9% | +1.0% | -9.0% | -8.9% |
| 3Y | -25.0% | +4.6% | -29.6% | -27.7% |
| 5Y | -27.7% | -63.7% | +36.0% | -35.1% |
| All | -37.0% | -50.5% | +13.5% | -42.1% |
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