+710.0%
PH vs MOS
-1.8%
+711.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.1% |
| 7D | +6.9% | +5.5% | +1.4% | +5.0% |
| 30D | +1.7% | +21.0% | -19.3% | -5.4% |
| 3M | -8.1% | -0.5% | -7.7% | -9.5% |
| 6M | +11.5% | +6.6% | +4.9% | +6.3% |
| YTD | +11.4% | -2.8% | +14.1% | +7.3% |
| 1Y | +14.1% | -8.1% | +22.2% | +11.6% |
| 3Y | +138.2% | -25.6% | +163.8% | +141.3% |
| 5Y | +216.0% | -29.8% | +245.7% | +193.4% |
| 10Y | +710.0% | +0.6% | +709.4% | +419.2% |
| All | +710.0% | -1.8% | +711.8% | +419.2% |
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 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