+1,007.0%
PAAS vs MOS
+36.6%
+970.4%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +17.4% | -9.0% | +3.5% |
| 7D | -1.1% | +17.9% | -19.0% | -5.7% |
| 30D | -8.5% | +1.6% | -10.0% | -9.1% |
| 3M | -7.3% | -4.0% | -3.3% | -6.5% |
| 6M | -18.3% | -4.1% | -14.2% | -17.9% |
| YTD | -19.2% | -7.8% | -11.4% | -18.1% |
| 1Y | +26.1% | -15.6% | +41.7% | +30.7% |
| 3Y | +183.6% | -28.9% | +212.5% | +202.0% |
| 5Y | +81.2% | -36.8% | +118.0% | +90.4% |
| 10Y | +187.8% | +6.7% | +181.1% | +123.4% |
| All | +1,007.0% | +36.6% | +970.4% | +646.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling