+31.8%
PCAR vs MOS
-26.6%
+58.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.5% | -2.4% |
| 7D | +0.1% | +21.6% | -21.5% | -3.4% |
| 30D | -4.6% | +12.0% | -16.5% | -6.6% |
| 3M | -22.6% | -3.9% | -18.7% | -22.5% |
| 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% | +5.4% |
| 3Y | +31.8% | -24.4% | +56.2% | +32.5% |
| All | +31.8% | -26.6% | +58.4% | +32.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling