+138.5%
PSA vs MOS
+8.6%
+129.8%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | +3.9% | +21.6% | -17.7% | +1.6% |
| 30D | +19.7% | +12.0% | +7.7% | +18.0% |
| 3M | +4.3% | -3.9% | +8.1% | +4.3% |
| 6M | +11.4% | -3.3% | +14.7% | +11.1% |
| YTD | +33.9% | -4.6% | +38.6% | +33.2% |
| 1Y | +28.3% | -7.0% | +35.3% | +27.8% |
| 3Y | +53.5% | -24.4% | +77.9% | +54.6% |
| 5Y | +30.6% | -32.1% | +62.7% | +32.2% |
| All | +138.5% | +8.6% | +129.8% | +115.3% |
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