+168.1%
PM vs MOS
-32.4%
+200.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.8% |
| 7D | -5.2% | +21.6% | -26.8% | -6.3% |
| 30D | +2.7% | +12.0% | -9.3% | +1.9% |
| 3M | +6.1% | -3.9% | +10.0% | +6.2% |
| 6M | +18.0% | -3.3% | +21.3% | +17.9% |
| YTD | +26.6% | -4.6% | +31.2% | +26.1% |
| 1Y | +36.7% | -7.0% | +43.7% | +36.3% |
| 3Y | +146.0% | -24.4% | +170.4% | +146.2% |
| All | +168.1% | -32.4% | +200.5% | +162.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling