-9.6%
MOS vs PENG
+115.2%
-124.8%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +6.4% | -5.0% | +0.8% |
| 7D | +9.5% | +4.5% | +5.0% | +9.0% |
| 30D | +10.4% | -7.1% | +17.5% | +10.9% |
| 3M | +12.9% | -27.3% | +40.1% | +14.4% |
| 6M | +1.2% | +169.6% | -168.3% | -14.4% |
| YTD | +9.3% | +164.6% | -155.3% | -7.7% |
| 1Y | -18.0% | +109.5% | -127.4% | -28.9% |
| 3Y | -29.0% | +98.9% | -127.9% | -41.7% |
| All | -9.6% | +115.2% | -124.8% | -22.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling