+0.6%
MOS vs PFG
+189.4%
-188.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.1% |
| 7D | +5.5% | -2.2% | +7.7% | +6.8% |
| 30D | +21.0% | +6.4% | +14.6% | +16.2% |
| 3M | -0.5% | +2.2% | -2.7% | -2.5% |
| 6M | +6.6% | +16.3% | -9.7% | -4.7% |
| YTD | -2.8% | +33.2% | -36.0% | -21.2% |
| 1Y | -8.1% | +40.6% | -48.7% | -28.3% |
| 3Y | -25.6% | +83.3% | -108.9% | -53.2% |
| 5Y | -29.8% | +97.7% | -127.5% | -59.2% |
| 10Y | +0.6% | +189.9% | -189.3% | -59.5% |
| All | +0.6% | +189.4% | -188.8% | -59.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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