+196.7%
PH vs MOS
-32.4%
+229.1%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.1% | +2.7% | +2.8% |
| 7D | +2.0% | +21.6% | -19.6% | -1.9% |
| 30D | -3.7% | +12.0% | -15.6% | -6.0% |
| 3M | -14.0% | -3.9% | -10.2% | -13.9% |
| 6M | +2.1% | -3.3% | +5.4% | +1.6% |
| YTD | +5.1% | -4.6% | +9.7% | +3.4% |
| 1Y | +10.9% | -7.0% | +17.9% | +9.6% |
| 3Y | +132.9% | -24.4% | +157.4% | +134.5% |
| All | +196.7% | -32.4% | +229.1% | +170.6% |
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