+95.5%
PEP vs MOS
-3.5%
+99.0%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.5% | +2.2% |
| 7D | +2.9% | -2.0% | +4.9% | +3.0% |
| 30D | +12.5% | +15.3% | -2.8% | +11.3% |
| 3M | +4.5% | +1.5% | +3.0% | +4.3% |
| 6M | -0.5% | -2.0% | +1.5% | -0.7% |
| YTD | +4.4% | -6.5% | +10.9% | +4.3% |
| 1Y | +4.4% | -11.1% | +15.4% | +4.5% |
| 3Y | -3.4% | -30.3% | +26.9% | -2.7% |
| 5Y | +5.2% | -33.5% | +38.7% | +4.3% |
| All | +95.5% | -3.5% | +99.0% | +74.7% |
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