+112.7%
PG vs MOS
+13.3%
+99.4%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | +0.3% |
| 7D | -2.7% | +0.5% | -3.2% | -2.7% |
| 30D | -1.5% | +10.9% | -12.4% | -2.1% |
| 3M | -3.4% | +29.2% | -32.6% | -4.7% |
| 6M | -7.0% | -2.3% | -4.7% | -7.2% |
| YTD | +2.0% | +8.3% | -6.3% | +1.2% |
| 1Y | -6.5% | -21.2% | +14.7% | -5.8% |
| 3Y | +1.2% | -25.9% | +27.1% | +1.6% |
| 5Y | +12.8% | -9.4% | +22.2% | +9.9% |
| All | +112.7% | +13.3% | +99.4% | +101.9% |
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