+21.2%
PG vs MOS
-24.9%
+46.1%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.8% | -0.1% | +1.7% |
| 7D | +2.9% | +19.7% | -16.7% | +2.1% |
| 30D | +12.0% | +21.5% | -9.5% | +11.1% |
| 3M | +16.2% | -0.4% | +16.6% | +16.0% |
| 6M | +16.6% | +4.5% | +12.0% | +16.2% |
| YTD | +20.9% | -2.9% | +23.8% | +20.5% |
| 1Y | +17.8% | -7.7% | +25.6% | +17.5% |
| 3Y | +21.2% | -25.6% | +46.8% | +21.5% |
| All | +21.2% | -24.9% | +46.1% | +21.5% |
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