+1,280.2%
PANW vs MOS
+13.3%
+1,266.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.3% | +3.3% | +1.4% |
| 7D | +2.0% | +0.5% | +1.5% | +1.9% |
| 30D | -11.8% | +10.9% | -22.7% | -13.8% |
| 3M | +28.6% | +29.2% | -0.6% | +21.9% |
| 6M | +104.4% | -2.3% | +106.7% | +102.7% |
| YTD | +83.8% | +8.3% | +75.4% | +77.9% |
| 1Y | +71.5% | -21.2% | +92.7% | +76.2% |
| 3Y | +172.2% | -25.9% | +198.1% | +176.1% |
| 5Y | +332.2% | -9.4% | +341.6% | +306.9% |
| All | +1,280.2% | +13.3% | +1,266.8% | +1,026.7% |
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