-32.2%
MOS vs PTC
+59.6%
-91.8%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.3% | +3.6% | +3.3% |
| 7D | +22.5% | -0.1% | +22.6% | +22.5% |
| 30D | +6.6% | +0.8% | +5.8% | +6.5% |
| 3M | -3.8% | +39.6% | -43.4% | -10.3% |
| 6M | -2.2% | +41.5% | -43.7% | -9.8% |
| YTD | -4.8% | +11.7% | -16.5% | -6.5% |
| 1Y | -11.7% | +2.4% | -14.1% | -11.0% |
| 3Y | -26.5% | +31.9% | -58.4% | -32.1% |
| 5Y | -32.2% | +54.5% | -86.7% | -39.8% |
| All | -32.2% | +59.6% | -91.8% | -39.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling