+150.2%
MOS vs PTC
+6,346.6%
-6,196.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -6.0% | +7.4% | +2.5% |
| 7D | +9.5% | -10.3% | +19.8% | +11.6% |
| 30D | +10.4% | +1.1% | +9.3% | +10.0% |
| 3M | +12.9% | +1.6% | +11.3% | +11.6% |
| 6M | +1.2% | -13.5% | +14.7% | +2.8% |
| YTD | +9.3% | -19.1% | +28.4% | +12.1% |
| 1Y | -18.0% | -33.9% | +15.9% | -12.5% |
| 3Y | -29.0% | -3.9% | -25.1% | -29.9% |
| 5Y | -9.6% | +6.0% | -15.6% | -13.6% |
| 10Y | +6.1% | +223.7% | -217.7% | -17.9% |
| All | +150.2% | +6,346.6% | -6,196.4% | +4.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling