+60.6%
PFE vs MOS
+8.6%
+52.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.8% | -1.7% |
| 7D | -3.7% | +21.6% | -25.3% | -5.6% |
| 30D | +5.0% | +12.0% | -7.0% | +3.6% |
| 3M | +12.2% | -3.9% | +16.1% | +12.2% |
| 6M | +14.6% | -3.3% | +17.9% | +14.3% |
| YTD | +24.1% | -4.6% | +28.8% | +23.6% |
| 1Y | +26.6% | -7.0% | +33.5% | +26.1% |
| 3Y | +14.3% | -24.4% | +38.7% | +15.0% |
| 5Y | -21.9% | -32.1% | +10.2% | -22.1% |
| All | +60.6% | +8.6% | +52.0% | +38.7% |
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