-29.5%
MOS vs PCOR
-10.0%
-19.5%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.4% | +19.7% | -2.3% | +14.6% |
| 7D | +17.9% | +21.8% | -3.9% | +14.9% |
| 30D | +1.6% | +39.5% | -38.0% | -2.8% |
| 3M | -4.0% | +35.2% | -39.2% | -8.1% |
| 6M | -4.1% | +21.7% | -25.9% | -7.4% |
| YTD | -7.8% | +3.9% | -11.7% | -9.4% |
| 1Y | -15.6% | +6.9% | -22.5% | -17.6% |
| 3Y | -28.9% | +44.8% | -73.6% | -34.6% |
| 5Y | -36.8% | -21.9% | -14.9% | -40.7% |
| All | -29.5% | -10.0% | -19.5% | -34.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling