+12.6%
PG vs MOS
-4.4%
+17.1%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -2.0% |
| 7D | -3.4% | +1.7% | -5.1% | -3.4% |
| 30D | -2.6% | +11.7% | -14.3% | -2.9% |
| 3M | -3.3% | +23.2% | -26.5% | -3.9% |
| 6M | -6.7% | -1.6% | -5.1% | -6.9% |
| YTD | +1.7% | +10.8% | -9.1% | +1.2% |
| 1Y | -7.9% | -16.2% | +8.3% | -7.8% |
| 3Y | +0.9% | -24.2% | +25.2% | +0.9% |
| 5Y | +12.6% | -6.6% | +19.3% | +10.1% |
| All | +12.6% | -4.4% | +17.1% | +10.1% |
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