+12,813.1%
PCAR vs MOS
+115.8%
+12,697.4%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +17.4% | -13.3% | -0.5% |
| 7D | +3.7% | +17.9% | -14.3% | -1.1% |
| 30D | -2.9% | +1.6% | -4.5% | -3.8% |
| 3M | -21.7% | -4.0% | -17.7% | -21.5% |
| 6M | -6.6% | -4.1% | -2.5% | -6.9% |
| YTD | -2.2% | -7.8% | +5.6% | -2.7% |
| 1Y | +12.2% | -15.6% | +27.8% | +14.0% |
| 3Y | +36.5% | -28.9% | +65.4% | +40.8% |
| 5Y | +113.5% | -36.8% | +150.3% | +113.9% |
| 10Y | +319.4% | +6.7% | +312.8% | +219.7% |
| All | +12,813.1% | +115.8% | +12,697.4% | +5,363.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling