+3.0%
PG vs MOS
-21.8%
+24.8%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.6% | -3.2% | -0.7% |
| 7D | -0.4% | +7.1% | -7.5% | -0.7% |
| 30D | -0.1% | +15.0% | -15.2% | -0.6% |
| 3M | +1.1% | +24.1% | -23.0% | +0.3% |
| 6M | -3.8% | +2.7% | -6.5% | -4.1% |
| YTD | +3.8% | +12.2% | -8.3% | +3.2% |
| 1Y | -5.8% | -16.3% | +10.5% | -5.8% |
| 3Y | +3.0% | -23.3% | +26.3% | +2.7% |
| All | +3.0% | -21.8% | +24.8% | +2.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling