+17.9%
MOS vs PENG
+644.0%
-626.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.3% | +3.3% | +1.3% |
| 7D | +24.8% | -16.1% | +40.9% | +26.8% |
| 30D | +22.7% | -41.5% | +64.2% | +31.2% |
| 3M | -1.2% | -19.1% | +17.9% | -1.2% |
| 6M | +5.5% | +0.9% | +4.6% | -2.7% |
| YTD | -2.0% | +128.2% | -130.2% | -24.4% |
| 1Y | -7.9% | +98.6% | -106.5% | -27.2% |
| 3Y | -25.0% | +188.2% | -213.2% | -48.9% |
| 5Y | -27.7% | +55.5% | -83.3% | -48.0% |
| All | +17.9% | +644.0% | -626.1% | -32.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling