+49.6%
PFE vs MOS
+6.2%
+43.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.4% | -0.7% |
| 7D | -4.7% | +19.7% | -24.3% | -6.4% |
| 30D | +3.4% | +21.5% | -18.1% | +1.3% |
| 3M | +9.2% | -0.4% | +9.7% | +8.9% |
| 6M | +15.8% | +4.5% | +11.3% | +14.7% |
| YTD | +23.4% | -2.9% | +26.3% | +22.7% |
| 1Y | +25.8% | -7.7% | +33.5% | +25.5% |
| 3Y | +17.8% | -25.6% | +43.5% | +18.8% |
| 5Y | -20.2% | -31.2% | +11.0% | -20.5% |
| 10Y | +49.6% | +2.8% | +46.8% | +31.8% |
| All | +49.6% | +6.2% | +43.4% | +31.8% |
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