-18.0%
MOS vs PENG
+118.5%
-136.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +6.4% | -5.0% | +1.2% |
| 7D | +9.5% | +4.5% | +5.0% | +9.4% |
| 30D | +10.4% | -7.1% | +17.5% | +10.5% |
| 3M | +12.9% | -27.3% | +40.1% | +13.3% |
| 6M | +1.2% | +169.6% | -168.3% | -10.7% |
| YTD | +9.3% | +164.6% | -155.3% | -4.4% |
| 1Y | -18.0% | +109.5% | -127.4% | -26.1% |
| All | -18.0% | +118.5% | -136.5% | -26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 1y: compounded portfolio wealth divided by compounded PENG 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…
1y analysis · Full analysis span regression · 6 months rolling