-27.1%
MOS vs PCOR
-10.3%
-16.8%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | +21.6% | +22.7% | -1.1% | +18.3% |
| 30D | +12.0% | +37.5% | -25.5% | +7.4% |
| 3M | -3.9% | +35.2% | -39.1% | -8.0% |
| 6M | -3.3% | +42.2% | -45.6% | -8.5% |
| YTD | -4.6% | +3.6% | -8.2% | -6.3% |
| 1Y | -7.0% | -4.8% | -2.2% | -7.3% |
| 3Y | -24.4% | +48.3% | -72.8% | -30.8% |
| 5Y | -32.1% | -20.1% | -12.0% | -36.4% |
| All | -27.1% | -10.3% | -16.8% | -32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 10y: compounded portfolio wealth divided by compounded PCOR 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…
10y analysis · Full analysis span regression · 6 months rolling