+23,761.0%
PH vs MOS
+155.8%
+23,605.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.6% |
| 7D | -3.1% | +9.5% | -12.6% | -5.6% |
| 30D | -3.2% | +10.4% | -13.7% | -6.2% |
| 3M | +10.6% | +12.9% | -2.3% | +5.9% |
| 6M | -2.1% | +1.2% | -3.4% | -4.5% |
| YTD | +10.2% | +9.3% | +0.9% | +4.7% |
| 1Y | +28.2% | -18.0% | +46.2% | +31.1% |
| 3Y | +134.9% | -29.0% | +163.9% | +143.6% |
| 5Y | +253.6% | -9.6% | +263.2% | +223.3% |
| 10Y | +804.7% | +6.1% | +798.7% | +626.7% |
| All | +23,761.0% | +155.8% | +23,605.2% | +11,432.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling