+806.9%
PH vs MOS
+5.8%
+801.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.7% |
| 7D | -3.1% | +9.5% | -12.6% | -6.1% |
| 30D | -3.2% | +10.4% | -13.7% | -6.8% |
| 3M | +10.6% | +12.9% | -2.3% | +4.9% |
| 6M | -2.1% | +1.2% | -3.4% | -5.1% |
| YTD | +10.2% | +9.3% | +0.9% | +3.3% |
| 1Y | +28.2% | -18.0% | +46.2% | +31.8% |
| 3Y | +134.9% | -29.0% | +163.9% | +145.4% |
| 5Y | +253.6% | -9.6% | +263.2% | +198.5% |
| All | +806.9% | +5.8% | +801.0% | +504.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling