-26.9%
MOS vs PCOR
+44.3%
-71.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.4% | +19.7% | -2.3% | +14.2% |
| 7D | +17.9% | +21.8% | -3.9% | +14.5% |
| 30D | +1.6% | +39.5% | -38.0% | -3.0% |
| 3M | -4.0% | +35.2% | -39.2% | -8.3% |
| 6M | -4.1% | +21.7% | -25.9% | -7.3% |
| YTD | -7.8% | +3.9% | -11.7% | -8.4% |
| 1Y | -15.6% | +6.9% | -22.5% | -16.9% |
| All | -26.9% | +44.3% | -71.2% | -34.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling