+7.5%
MOS vs PR
+62.9%
-55.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -4.9% | +8.1% | +4.4% |
| 7D | +22.5% | -16.5% | +39.0% | +27.1% |
| 30D | +6.6% | -4.5% | +11.2% | +7.2% |
| 3M | -3.8% | +8.5% | -12.3% | -6.2% |
| 6M | -2.2% | -3.3% | +1.1% | -2.7% |
| YTD | -4.8% | +55.7% | -60.5% | -15.4% |
| 1Y | -11.7% | +82.0% | -93.8% | -24.5% |
| 3Y | -26.5% | +62.5% | -89.0% | -36.7% |
| 5Y | -32.2% | +223.9% | -256.1% | -51.4% |
| All | +7.5% | +62.9% | -55.4% | -32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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