+150.2%
MOS vs PEG
+2,907.1%
-2,756.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.6% | +1.5% |
| 7D | +9.5% | +0.7% | +8.8% | +9.2% |
| 30D | +10.4% | -2.4% | +12.9% | +11.5% |
| 3M | +12.9% | -4.8% | +17.7% | +15.3% |
| 6M | +1.2% | -10.7% | +11.9% | +6.5% |
| YTD | +9.3% | -6.7% | +16.0% | +12.5% |
| 1Y | -18.0% | -6.8% | -11.1% | -15.8% |
| 3Y | -29.0% | +34.5% | -63.5% | -40.2% |
| 5Y | -9.6% | +35.8% | -45.3% | -25.1% |
| 10Y | +6.1% | +141.7% | -135.7% | -34.0% |
| All | +150.2% | +2,907.1% | -2,756.8% | -19.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling