+113.6%
MOS vs PTEN
+1,889.0%
-1,775.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +1.7% |
| 7D | +9.5% | +0.7% | +8.8% | +9.3% |
| 30D | +10.4% | +31.2% | -20.8% | +2.1% |
| 3M | +12.9% | +2.0% | +10.9% | +10.5% |
| 6M | +1.2% | +42.4% | -41.2% | -11.0% |
| YTD | +9.3% | +109.2% | -99.9% | -13.8% |
| 1Y | -18.0% | +122.3% | -140.3% | -36.9% |
| 3Y | -29.0% | -5.6% | -23.5% | -34.2% |
| 5Y | -9.6% | +86.5% | -96.1% | -33.5% |
| 10Y | +6.1% | -22.1% | +28.2% | -20.5% |
| All | +113.6% | +1,889.0% | -1,775.3% | +27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PTEN.
Daily Out/Under-Performance
Portfolio return minus PTEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTEN 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 PTEN 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