+229.6%
PM vs MOS
+8.6%
+220.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.8% |
| 7D | -5.2% | +21.6% | -26.8% | -7.7% |
| 30D | +2.7% | +12.0% | -9.3% | +1.0% |
| 3M | +5.2% | -3.9% | +9.1% | +5.3% |
| 6M | +17.0% | -3.3% | +20.3% | +16.6% |
| YTD | +25.5% | -4.6% | +30.1% | +24.4% |
| 1Y | +35.5% | -7.0% | +42.5% | +34.6% |
| 3Y | +143.9% | -24.4% | +168.3% | +144.6% |
| 5Y | +161.8% | -32.1% | +194.0% | +154.7% |
| All | +229.6% | +8.6% | +220.9% | +165.3% |
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