+272.5%
PM vs MOS
-3.5%
+276.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.4% | +1.1% |
| 7D | +0.5% | -2.0% | +2.5% | +0.8% |
| 30D | -3.2% | +15.3% | -18.5% | -5.2% |
| 3M | +6.2% | +1.5% | +4.7% | +5.5% |
| 6M | +7.7% | -2.0% | +9.6% | +7.1% |
| YTD | +27.3% | -6.5% | +33.8% | +26.4% |
| 1Y | +32.8% | -11.1% | +43.8% | +32.6% |
| 3Y | +150.0% | -30.3% | +180.3% | +153.6% |
| 5Y | +164.2% | -33.5% | +197.8% | +157.6% |
| All | +272.5% | -3.5% | +276.0% | +190.4% |
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