+8.5%
MOS vs PFG
+246.6%
-238.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.5% | +3.0% | +2.4% |
| 7D | +9.5% | +5.5% | +4.0% | +5.3% |
| 30D | +10.4% | +2.4% | +8.1% | +8.2% |
| 3M | +12.9% | +13.6% | -0.7% | +2.8% |
| 6M | +1.2% | +27.9% | -26.6% | -15.2% |
| YTD | +9.3% | +35.6% | -26.2% | -12.4% |
| 1Y | -18.0% | +48.5% | -66.4% | -38.4% |
| 3Y | -29.0% | +66.9% | -95.9% | -52.2% |
| 5Y | -9.6% | +111.0% | -120.5% | -49.8% |
| All | +8.5% | +246.6% | -238.2% | -62.1% |
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