+0.6%
MOS vs PEG
+161.7%
-161.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.6% |
| 7D | +5.5% | +1.5% | +4.0% | +4.6% |
| 30D | +21.0% | +5.0% | +16.0% | +17.9% |
| 3M | -0.5% | -0.3% | -0.1% | -0.6% |
| 6M | +6.6% | -2.7% | +9.2% | +7.7% |
| YTD | -2.8% | -5.1% | +2.3% | -0.7% |
| 1Y | -8.1% | -8.3% | +0.2% | -4.4% |
| 3Y | -25.6% | +33.0% | -58.6% | -39.3% |
| 5Y | -29.8% | +41.3% | -71.0% | -45.9% |
| 10Y | +0.6% | +164.5% | -164.0% | -37.5% |
| All | +0.6% | +161.7% | -161.1% | -37.5% |
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