+31.7%
PG vs MOS
-31.8%
+63.5%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.8% | -0.1% | +1.7% |
| 7D | +2.9% | +19.7% | -16.7% | +2.3% |
| 30D | +12.0% | +21.5% | -9.5% | +11.3% |
| 3M | +16.2% | -0.4% | +16.6% | +16.1% |
| 6M | +16.6% | +4.5% | +12.0% | +16.2% |
| YTD | +20.9% | -2.9% | +23.8% | +20.6% |
| 1Y | +17.8% | -7.7% | +25.6% | +17.7% |
| 3Y | +21.2% | -25.6% | +46.8% | +21.2% |
| 5Y | +31.7% | -31.2% | +62.9% | +30.6% |
| All | +31.7% | -31.8% | +63.5% | +30.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling