-2.0%
MOS vs GWRE
+22.0%
-23.9%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.9% | +0.7% |
| 7D | -2.0% | -2.0% | 0.0% | -1.9% |
| 30D | +15.3% | -4.1% | +19.4% | +15.0% |
| 3M | +1.5% | -13.4% | +14.9% | +0.6% |
| 6M | -2.0% | +26.0% | -27.9% | -5.5% |
| All | -2.0% | +22.0% | -23.9% | -5.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling