+4,006.0%
PG vs MOS
+155.8%
+3,850.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.4% |
| 7D | +1.9% | +9.5% | -7.7% | +1.2% |
| 30D | -0.2% | +10.4% | -10.7% | -1.0% |
| 3M | +4.8% | +12.9% | -8.1% | +3.6% |
| 6M | -6.1% | +1.2% | -7.3% | -6.6% |
| YTD | +4.5% | +9.3% | -4.9% | +3.2% |
| 1Y | -5.3% | -18.0% | +12.7% | -4.6% |
| 3Y | +2.6% | -29.0% | +31.6% | +3.5% |
| 5Y | +15.6% | -9.6% | +25.2% | +12.3% |
| 10Y | +118.0% | +6.1% | +112.0% | +99.8% |
| All | +4,006.0% | +155.8% | +3,850.2% | +2,795.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling