+118.3%
MOS vs PEG
+2,889.6%
-2,771.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.5% |
| 7D | +21.6% | -2.3% | +23.8% | +23.0% |
| 30D | +12.0% | +1.2% | +10.8% | +11.3% |
| 3M | -3.9% | -2.4% | -1.5% | -3.1% |
| 6M | -3.3% | -6.9% | +3.5% | -0.3% |
| YTD | -4.6% | -7.2% | +2.6% | -1.7% |
| 1Y | -7.0% | -8.9% | +1.9% | -3.4% |
| 3Y | -24.4% | +27.1% | -51.5% | -34.4% |
| 5Y | -32.1% | +33.8% | -65.9% | -43.3% |
| 10Y | +10.3% | +150.2% | -139.8% | -32.4% |
| All | +118.3% | +2,889.6% | -2,771.3% | -29.5% |
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 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