+3.5%
PAAS vs MOS
-7.3%
+10.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.0% |
| 7D | -5.2% | +5.5% | -10.6% | -7.5% |
| 30D | -13.9% | +21.0% | -34.9% | -21.4% |
| 3M | -23.8% | -0.5% | -23.3% | -24.2% |
| 6M | -36.4% | +6.6% | -43.0% | -39.1% |
| YTD | -23.4% | -2.8% | -20.6% | -20.6% |
| All | +3.5% | -7.3% | +10.8% | +8.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling