+102.0%
PSA vs MOS
+11.1%
+90.9%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.8% | -0.4% |
| 7D | -0.4% | +7.1% | -7.5% | -1.2% |
| 30D | -8.2% | +15.0% | -23.2% | -9.7% |
| 3M | -2.1% | +24.1% | -26.2% | -4.8% |
| 6M | -0.2% | +2.7% | -2.9% | -1.2% |
| YTD | +18.5% | +12.2% | +6.3% | +16.1% |
| 1Y | +6.6% | -16.3% | +22.9% | +7.6% |
| 3Y | +24.5% | -23.3% | +47.7% | +25.2% |
| 5Y | +13.6% | -4.2% | +17.8% | +11.4% |
| 10Y | +102.0% | +12.6% | +89.4% | +79.3% |
| All | +102.0% | +11.1% | +90.9% | +79.3% |
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 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