-32.2%
MOS vs PENG
+31.0%
-63.2%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -23.0% | +26.3% | +5.1% |
| 7D | +22.5% | -36.7% | +59.2% | +26.3% |
| 30D | +6.6% | -42.0% | +48.7% | +10.4% |
| 3M | -3.8% | -33.2% | +29.4% | -2.4% |
| 6M | -2.2% | +2.1% | -4.3% | -8.6% |
| YTD | -4.8% | +90.3% | -95.1% | -19.1% |
| 1Y | -11.7% | +67.7% | -79.4% | -23.8% |
| 3Y | -26.5% | +154.2% | -180.8% | -43.8% |
| 5Y | -32.2% | +28.3% | -60.5% | -47.3% |
| All | -32.2% | +31.0% | -63.2% | -47.3% |
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