+294.0%
PCAR vs MOS
+8.6%
+285.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.5% | -2.4% |
| 7D | +0.1% | +21.6% | -21.5% | -4.3% |
| 30D | -4.6% | +12.0% | -16.5% | -7.2% |
| 3M | -22.6% | -3.9% | -18.7% | -22.4% |
| 6M | -12.0% | -3.3% | -8.6% | -12.3% |
| YTD | -6.1% | -4.6% | -1.4% | -7.1% |
| 1Y | +6.3% | -7.0% | +13.3% | +5.5% |
| 3Y | +31.8% | -24.4% | +56.2% | +33.5% |
| 5Y | +104.2% | -32.1% | +136.3% | +99.2% |
| All | +294.0% | +8.6% | +285.3% | +212.3% |
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