-7.0%
MOS vs PEG
+167.4%
-174.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.7% | -5.2% | -4.9% |
| 7D | -2.6% | +2.3% | -4.9% | -3.8% |
| 30D | +13.5% | +6.1% | +7.3% | +9.9% |
| 3M | -2.9% | -0.5% | -2.4% | -2.9% |
| 6M | -1.0% | -3.2% | +2.2% | +0.2% |
| YTD | -7.2% | -4.4% | -2.8% | -5.6% |
| 1Y | -11.4% | -7.4% | -4.0% | -8.4% |
| 3Y | -29.0% | +33.9% | -62.9% | -42.2% |
| 5Y | -34.0% | +42.3% | -76.3% | -49.3% |
| All | -7.0% | +167.4% | -174.4% | -42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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