+86.4%
MOS vs PTEN
+1,488.6%
-1,402.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | +21.6% | -25.5% | +47.1% | +30.4% |
| 30D | +12.0% | -11.7% | +23.6% | +14.4% |
| 3M | -3.9% | -0.5% | -3.4% | -5.5% |
| 6M | -3.3% | -12.9% | +9.6% | -3.0% |
| YTD | -4.6% | +67.1% | -71.7% | -21.2% |
| 1Y | -7.0% | +70.5% | -77.5% | -23.7% |
| 3Y | -24.4% | -10.4% | -14.0% | -29.7% |
| 5Y | -32.1% | +23.7% | -55.8% | -44.7% |
| 10Y | +10.3% | -42.7% | +53.0% | -11.2% |
| All | +86.4% | +1,488.6% | -1,402.3% | +16.6% |
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