+134.5%
PSA vs MOS
-1.8%
+136.3%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.8% | 0.0% |
| 7D | -2.1% | +5.5% | -7.5% | -2.6% |
| 30D | +16.2% | +21.0% | -4.7% | +13.6% |
| 3M | +4.3% | -0.5% | +4.8% | +4.0% |
| 6M | +9.9% | +6.6% | +3.3% | +8.4% |
| YTD | +33.3% | -2.8% | +36.0% | +32.2% |
| 1Y | +25.8% | -8.1% | +33.9% | +25.5% |
| 3Y | +54.8% | -25.6% | +80.4% | +56.1% |
| 5Y | +27.5% | -29.8% | +57.3% | +28.7% |
| 10Y | +134.5% | +0.6% | +134.0% | +111.5% |
| All | +134.5% | -1.8% | +136.3% | +111.5% |
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