+3,449.8%
PFE vs MOS
+122.8%
+3,327.0%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.3% | -6.2% | -3.3% |
| 7D | -0.2% | +22.5% | -22.7% | -2.8% |
| 30D | +8.7% | +6.6% | +2.0% | +7.5% |
| 3M | +15.8% | -3.8% | +19.6% | +15.8% |
| 6M | +16.8% | -2.2% | +19.0% | +16.4% |
| YTD | +26.2% | -4.8% | +31.0% | +25.5% |
| 1Y | +29.9% | -11.7% | +41.6% | +30.2% |
| 3Y | +15.9% | -26.5% | +42.4% | +17.1% |
| 5Y | -20.6% | -32.2% | +11.6% | -21.1% |
| 10Y | +65.4% | +10.2% | +55.2% | +44.5% |
| All | +3,449.8% | +122.8% | +3,327.0% | +2,102.2% |
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 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