+7.6%
MOS vs PTC
+334.9%
-327.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | +21.6% | -0.2% | +21.8% | +21.7% |
| 30D | +12.0% | +0.8% | +11.2% | +11.7% |
| 3M | -3.9% | +32.1% | -36.0% | -14.1% |
| 6M | -3.3% | +42.6% | -45.9% | -17.5% |
| YTD | -4.6% | +12.0% | -16.6% | -11.3% |
| 1Y | -7.0% | +12.2% | -19.1% | -13.5% |
| 3Y | -24.4% | +31.2% | -55.6% | -35.5% |
| 5Y | -32.1% | +54.9% | -87.0% | -47.6% |
| All | +7.6% | +334.9% | -327.3% | -45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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