+134.1%
PSA vs MOS
+3.2%
+130.9%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.6% | -0.8% |
| 7D | +0.8% | +24.8% | -24.0% | -1.8% |
| 30D | +15.9% | +22.7% | -6.8% | +13.1% |
| 3M | +4.2% | -1.2% | +5.4% | +4.0% |
| 6M | +10.1% | +5.5% | +4.6% | +8.8% |
| YTD | +33.3% | -2.0% | +35.3% | +32.2% |
| 1Y | +28.2% | -7.9% | +36.2% | +27.9% |
| 3Y | +54.9% | -25.0% | +79.8% | +56.1% |
| 5Y | +28.3% | -27.7% | +56.1% | +29.2% |
| 10Y | +134.1% | -1.6% | +135.6% | +110.5% |
| All | +134.1% | +3.2% | +130.9% | +110.5% |
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