-4.2%
MOS vs GWRE
+22.2%
-26.4%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -7.8% | +10.5% | +3.4% |
| 7D | +7.1% | -25.6% | +32.6% | +9.8% |
| 30D | +15.0% | -12.2% | +27.3% | +15.7% |
| 3M | +24.1% | +17.7% | +6.4% | +20.2% |
| 6M | +2.7% | -11.3% | +14.1% | +2.4% |
| YTD | +12.2% | -25.5% | +37.7% | +14.2% |
| 1Y | -16.3% | -42.8% | +26.5% | -11.4% |
| 3Y | -23.3% | +59.0% | -82.3% | -33.3% |
| 5Y | -4.2% | +21.6% | -25.8% | -11.6% |
| All | -4.2% | +22.2% | -26.4% | -11.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling