-25.0%
MOS vs PTC
+31.6%
-56.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.6% | +0.9% |
| 7D | +24.8% | +1.3% | +23.5% | +24.6% |
| 30D | +22.7% | +1.1% | +21.6% | +22.5% |
| 3M | -1.2% | +30.1% | -31.4% | -5.0% |
| 6M | +5.5% | +34.0% | -28.5% | +1.4% |
| YTD | -2.0% | +12.8% | -14.8% | -0.7% |
| 1Y | -7.9% | +10.7% | -18.7% | -6.0% |
| 3Y | -25.0% | +29.6% | -54.6% | -33.7% |
| All | -25.0% | +31.6% | -56.6% | -33.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling