+132.9%
PH vs MOS
-26.6%
+159.6%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.1% | +2.7% | +2.8% |
| 7D | +2.0% | +21.6% | -19.6% | -0.9% |
| 30D | -3.7% | +12.0% | -15.6% | -5.3% |
| 3M | -14.0% | -3.9% | -10.2% | -13.6% |
| 6M | +2.1% | -3.3% | +5.4% | +2.0% |
| YTD | +5.1% | -4.6% | +9.7% | +3.5% |
| 1Y | +10.9% | -7.0% | +17.9% | +9.6% |
| 3Y | +132.9% | -24.4% | +157.4% | +133.0% |
| All | +132.9% | -26.6% | +159.6% | +133.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling