-23.1%
MOS vs GWRE
+51.5%
-74.6%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.0% | +3.8% | -1.0% |
| 7D | +1.7% | -26.2% | +27.9% | +2.9% |
| 30D | +11.7% | -17.8% | +29.4% | +12.2% |
| 3M | +23.2% | +14.2% | +8.9% | +20.7% |
| 6M | -1.6% | -12.9% | +11.2% | -2.1% |
| YTD | +10.8% | -29.2% | +40.1% | +12.2% |
| 1Y | -16.2% | -44.4% | +28.2% | -13.3% |
| All | -23.1% | +51.5% | -74.6% | -28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 3y: compounded portfolio wealth divided by compounded GWRE 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…
3y analysis · Full analysis span regression · 6 months rolling