-9.6%
MOS vs PCOR
-43.0%
+33.4%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.3% | +5.7% | +2.0% |
| 7D | +9.5% | -9.0% | +18.5% | +10.8% |
| 30D | +10.4% | +4.2% | +6.3% | +9.6% |
| 3M | +12.9% | +14.4% | -1.5% | +10.4% |
| 6M | +1.2% | +0.2% | +1.1% | +0.2% |
| YTD | +9.3% | -20.3% | +29.6% | +11.5% |
| 1Y | -18.0% | -16.1% | -1.8% | -17.2% |
| 3Y | -29.0% | -14.7% | -14.3% | -30.3% |
| All | -9.6% | -43.0% | +33.4% | -9.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling