-32.8%
MOS vs PNR
-2.8%
-30.0%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.5% | +1.0% |
| 7D | +21.6% | +2.8% | +18.8% | +20.5% |
| 30D | +12.0% | +31.2% | -19.2% | +1.8% |
| 3M | -3.9% | -2.1% | -1.8% | -3.5% |
| 6M | -3.3% | -14.0% | +10.6% | +0.8% |
| YTD | -4.6% | -33.6% | +29.0% | +8.2% |
| 1Y | -7.0% | -35.2% | +28.2% | +6.4% |
| 3Y | -24.4% | +15.8% | -40.2% | -31.4% |
| All | -32.8% | -2.8% | -30.0% | -36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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