+3,280.0%
PFE vs MOS
+155.8%
+3,124.2%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.7% | -1.4% |
| 7D | +1.8% | +9.5% | -7.8% | +0.6% |
| 30D | +10.2% | +10.4% | -0.2% | +8.9% |
| 3M | +12.7% | +12.9% | -0.2% | +10.7% |
| 6M | +10.5% | +1.2% | +9.3% | +9.6% |
| YTD | +20.2% | +9.3% | +10.8% | +17.9% |
| 1Y | +24.1% | -18.0% | +42.0% | +25.6% |
| 3Y | -3.6% | -29.0% | +25.5% | -1.9% |
| 5Y | -20.9% | -9.6% | -11.3% | -24.1% |
| 10Y | +35.8% | +6.1% | +29.8% | +19.8% |
| All | +3,280.0% | +155.8% | +3,124.2% | +1,969.6% |
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