-6.5%
PG vs MOS
-18.9%
+12.5%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.1% | +3.3% | +0.4% |
| 7D | -2.7% | -0.4% | -2.3% | -2.7% |
| 30D | -1.5% | +10.0% | -11.5% | -2.0% |
| 3M | -3.4% | +28.2% | -31.5% | -4.5% |
| 6M | -7.0% | -3.1% | -3.9% | -7.3% |
| YTD | +2.0% | +7.4% | -5.4% | +0.8% |
| 1Y | -6.5% | -21.8% | +15.4% | -7.4% |
| All | -6.5% | -18.9% | +12.5% | -7.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling