+148.4%
PM vs MOS
-26.7%
+175.1%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +3.3% | -7.9% | -4.7% |
| 7D | -3.4% | +22.5% | -25.8% | -4.2% |
| 30D | +5.8% | +6.6% | -0.8% | +5.5% |
| 3M | +6.7% | -3.8% | +10.5% | +6.7% |
| 6M | +19.9% | -2.2% | +22.1% | +19.8% |
| YTD | +27.8% | -4.8% | +32.6% | +27.4% |
| 1Y | +39.4% | -11.7% | +51.1% | +39.4% |
| All | +148.4% | -26.7% | +175.1% | +151.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling