-32.2%
MOS vs PCOR
-22.6%
-9.6%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | 0.0% | +3.3% | +3.3% |
| 7D | +22.5% | +23.7% | -1.2% | +19.0% |
| 30D | +6.6% | +39.0% | -32.4% | +2.0% |
| 3M | -3.8% | +35.8% | -39.6% | -8.1% |
| 6M | -2.2% | +38.2% | -40.4% | -7.2% |
| YTD | -4.8% | +3.9% | -8.7% | -6.4% |
| 1Y | -11.7% | +5.7% | -17.4% | -13.6% |
| 3Y | -26.5% | +44.8% | -71.3% | -32.7% |
| 5Y | -32.2% | -19.8% | -12.4% | -36.1% |
| All | -32.2% | -22.6% | -9.6% | -36.1% |
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