-1.6%
MOS vs PEG
+159.1%
-160.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.4% | +1.2% |
| 7D | +24.8% | +2.6% | +22.2% | +23.2% |
| 30D | +22.7% | +3.3% | +19.4% | +20.5% |
| 3M | -1.2% | +1.1% | -2.3% | -2.1% |
| 6M | +5.5% | -1.4% | +7.0% | +5.9% |
| YTD | -2.0% | -4.6% | +2.6% | -0.2% |
| 1Y | -7.9% | -7.2% | -0.7% | -4.9% |
| 3Y | -25.0% | +33.7% | -58.7% | -38.9% |
| 5Y | -27.7% | +40.8% | -68.6% | -44.2% |
| 10Y | -1.6% | +162.8% | -164.4% | -40.4% |
| All | -1.6% | +159.1% | -160.7% | -40.4% |
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