-32.8%
MOS vs PTC
+55.9%
-88.7%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | +21.6% | -0.2% | +21.8% | +21.6% |
| 30D | +12.0% | +0.8% | +11.2% | +11.8% |
| 3M | -3.9% | +32.1% | -36.0% | -9.2% |
| 6M | -3.3% | +42.6% | -45.9% | -11.0% |
| YTD | -4.6% | +12.0% | -16.6% | -6.4% |
| 1Y | -7.0% | +12.2% | -19.1% | -8.7% |
| 3Y | -24.4% | +31.2% | -55.6% | -30.1% |
| All | -32.8% | +55.9% | -88.7% | -39.9% |
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