-38.4%
MOS vs GWRE
+869.7%
-908.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -19.9% | +21.3% | +5.4% |
| 7D | +9.5% | -21.1% | +30.6% | +14.1% |
| 30D | +10.4% | +1.3% | +9.1% | +8.9% |
| 3M | +12.9% | +7.4% | +5.4% | +9.1% |
| 6M | +1.2% | +5.6% | -4.4% | -3.2% |
| YTD | +9.3% | -19.2% | +28.5% | +10.4% |
| 1Y | -18.0% | -25.1% | +7.2% | -16.3% |
| 3Y | -29.0% | +87.7% | -116.7% | -44.5% |
| 5Y | -9.6% | +32.0% | -41.6% | -24.6% |
| 10Y | +6.1% | +157.8% | -151.7% | -27.0% |
| All | -38.4% | +869.7% | -908.0% | -67.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling