+763.1%
PM vs MOS
-64.9%
+828.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.4% | -3.4% | -2.1% |
| 7D | -4.9% | +9.5% | -14.4% | -6.1% |
| 30D | -3.4% | +10.4% | -13.8% | -4.8% |
| 3M | +5.2% | +12.9% | -7.7% | +3.0% |
| 6M | +3.7% | +1.2% | +2.5% | +2.6% |
| YTD | +15.8% | +9.3% | +6.5% | +13.0% |
| 1Y | +17.4% | -18.0% | +35.3% | +18.9% |
| 3Y | +116.9% | -29.0% | +146.0% | +120.5% |
| 5Y | +117.3% | -9.6% | +126.9% | +105.0% |
| 10Y | +193.8% | +6.1% | +187.7% | +147.2% |
| All | +763.1% | -64.9% | +828.1% | +585.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling