+48.8%
PFE vs MOS
-3.5%
+52.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | +0.1% |
| 7D | -1.7% | -2.0% | +0.3% | -1.5% |
| 30D | +0.3% | +15.3% | -15.0% | -1.1% |
| 3M | +9.4% | +1.5% | +7.9% | +8.9% |
| 6M | +14.9% | -2.0% | +16.9% | +14.5% |
| YTD | +23.8% | -6.5% | +30.3% | +23.5% |
| 1Y | +19.5% | -11.1% | +30.6% | +19.6% |
| 3Y | +21.0% | -30.3% | +51.3% | +22.7% |
| 5Y | -23.9% | -33.5% | +9.6% | -23.9% |
| All | +48.8% | -3.5% | +52.3% | +35.2% |
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