+184.8%
PAAS vs MOS
+8.5%
+176.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.3% | -5.5% | -2.9% |
| 7D | -0.4% | +22.5% | -22.9% | -5.0% |
| 30D | -11.6% | +6.6% | -18.3% | -13.2% |
| 3M | -15.6% | -3.8% | -11.8% | -15.2% |
| 6M | -19.1% | -2.2% | -16.9% | -19.2% |
| YTD | -20.9% | -4.8% | -16.2% | -20.5% |
| 1Y | +21.3% | -11.7% | +33.0% | +23.6% |
| 3Y | +177.4% | -26.5% | +203.9% | +188.6% |
| 5Y | +71.3% | -32.2% | +103.5% | +78.9% |
| All | +184.8% | +8.5% | +176.3% | +170.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 10y: compounded portfolio wealth divided by compounded MOS 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…
10y analysis · Full analysis span regression · 6 months rolling