+200.1%
PAAS vs MOS
+5.8%
+194.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.4% | -3.8% | -2.7% |
| 7D | -2.9% | +9.5% | -12.4% | -4.9% |
| 30D | +6.8% | +10.4% | -3.6% | +4.4% |
| 3M | -2.9% | +12.9% | -15.8% | -5.7% |
| 6M | -16.4% | +1.2% | -17.7% | -17.2% |
| YTD | 0.0% | +9.3% | -9.3% | -2.2% |
| 1Y | +54.3% | -18.0% | +72.3% | +59.4% |
| 3Y | +230.7% | -29.0% | +259.7% | +244.4% |
| 5Y | +111.6% | -9.6% | +121.2% | +109.2% |
| All | +200.1% | +5.8% | +194.3% | +195.2% |
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