+268.2%
PM vs MOS
-4.2%
+272.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.6% | +4.7% | +0.7% |
| 7D | -2.4% | -2.6% | +0.2% | -2.1% |
| 30D | -1.3% | +13.5% | -14.8% | -3.1% |
| 3M | +6.5% | -2.9% | +9.4% | +6.4% |
| 6M | +7.0% | -1.0% | +8.0% | +6.2% |
| YTD | +25.8% | -7.2% | +33.0% | +25.0% |
| 1Y | +30.9% | -11.4% | +42.3% | +30.8% |
| 3Y | +148.0% | -29.0% | +176.9% | +150.8% |
| 5Y | +161.2% | -34.0% | +195.2% | +154.8% |
| All | +268.2% | -4.2% | +272.4% | +187.3% |
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