-24.5%
MOS vs PENG
+153.0%
-177.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -23.0% | +26.3% | +4.1% |
| 7D | +22.5% | -36.7% | +59.2% | +24.4% |
| 30D | +6.6% | -42.0% | +48.7% | +8.5% |
| 3M | -3.8% | -33.2% | +29.4% | -3.4% |
| 6M | -2.2% | +2.1% | -4.3% | -7.6% |
| YTD | -4.8% | +90.3% | -95.1% | -16.5% |
| 1Y | -11.7% | +67.7% | -79.4% | -21.6% |
| All | -24.5% | +153.0% | -177.6% | -38.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling