+172.3%
PCAR vs MOS
-8.7%
+181.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.3% | -0.1% |
| 7D | -0.5% | +9.5% | -10.0% | -2.0% |
| 30D | -6.2% | +10.4% | -16.7% | -7.8% |
| 3M | +5.9% | +12.9% | -7.0% | +3.5% |
| 6M | +0.4% | +1.2% | -0.8% | -0.8% |
| YTD | +14.8% | +9.3% | +5.5% | +11.9% |
| 1Y | +30.1% | -18.0% | +48.1% | +32.4% |
| 3Y | +66.7% | -29.0% | +95.7% | +69.6% |
| All | +172.3% | -8.7% | +181.0% | +141.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling