+132.7%
PSA vs MOS
+6.2%
+126.5%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.6% | 0.0% |
| 7D | +1.5% | +19.7% | -18.2% | -0.6% |
| 30D | +16.7% | +21.5% | -4.8% | +14.0% |
| 3M | +4.0% | -0.4% | +4.4% | +3.7% |
| 6M | +10.9% | +4.5% | +6.3% | +9.6% |
| YTD | +34.2% | -2.9% | +37.1% | +33.2% |
| 1Y | +26.6% | -7.7% | +34.4% | +26.3% |
| 3Y | +54.7% | -25.6% | +80.4% | +56.1% |
| 5Y | +30.0% | -31.2% | +61.2% | +31.4% |
| 10Y | +132.7% | +2.8% | +129.8% | +109.7% |
| All | +132.7% | +6.2% | +126.5% | +109.7% |
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