+117.4%
PM vs MOS
-8.7%
+126.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.4% | -3.4% | -2.0% |
| 7D | -4.9% | +9.5% | -14.4% | -5.4% |
| 30D | -3.4% | +10.4% | -13.8% | -4.0% |
| 3M | +5.2% | +12.9% | -7.7% | +4.2% |
| 6M | +3.7% | +1.2% | +2.5% | +3.3% |
| YTD | +15.8% | +9.3% | +6.5% | +14.5% |
| 1Y | +17.4% | -18.0% | +35.3% | +18.2% |
| 3Y | +116.9% | -29.0% | +146.0% | +118.7% |
| All | +117.4% | -8.7% | +126.1% | +90.3% |
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