-3.1%
PAAS vs MOS
-11.3%
+8.3%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.9% |
| 7D | -8.9% | -2.0% | -6.9% | -8.1% |
| 30D | -11.4% | +15.3% | -26.7% | -17.3% |
| 3M | -20.4% | +1.5% | -21.9% | -21.6% |
| 6M | -40.7% | -2.0% | -38.7% | -41.0% |
| YTD | -26.9% | -6.5% | -20.4% | -23.0% |
| 1Y | -3.1% | -11.1% | +8.0% | +4.0% |
| All | -3.1% | -11.3% | +8.3% | +4.0% |
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