+109.2%
PCAR vs MOS
-31.6%
+140.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.3% | -4.8% | -2.1% |
| 7D | +2.2% | +22.5% | -20.3% | -1.3% |
| 30D | -4.4% | +6.6% | -11.0% | -5.6% |
| 3M | -21.4% | -3.8% | -17.6% | -21.3% |
| 6M | -7.3% | -2.2% | -5.1% | -7.8% |
| YTD | -3.8% | -4.8% | +1.0% | -4.5% |
| 1Y | +6.3% | -11.7% | +18.0% | +6.6% |
| 3Y | +34.4% | -26.5% | +60.9% | +35.9% |
| 5Y | +109.2% | -32.2% | +141.4% | +98.5% |
| All | +109.2% | -31.6% | +140.8% | +98.5% |
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