+191.7%
PH vs MOS
-31.6%
+223.3%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.3% | -5.3% | -2.5% |
| 7D | -3.9% | +22.5% | -26.4% | -7.7% |
| 30D | -9.4% | +6.6% | -16.0% | -10.8% |
| 3M | -10.3% | -3.8% | -6.5% | -10.2% |
| 6M | +2.7% | -2.2% | +4.9% | +2.0% |
| YTD | +2.1% | -4.8% | +6.9% | +0.6% |
| 1Y | +16.2% | -11.7% | +27.9% | +16.0% |
| 3Y | +129.3% | -26.5% | +155.8% | +132.2% |
| 5Y | +191.7% | -32.2% | +223.9% | +165.9% |
| All | +191.7% | -31.6% | +223.3% | +165.9% |
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