+15.1%
PSA vs MOS
-8.7%
+23.8%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.6% | -1.4% |
| 7D | -3.7% | +9.5% | -13.2% | -4.9% |
| 30D | -7.7% | +10.4% | -18.2% | -9.1% |
| 3M | -0.6% | +12.9% | -13.5% | -2.7% |
| 6M | -0.9% | +1.2% | -2.2% | -2.0% |
| YTD | +18.7% | +9.3% | +9.3% | +15.8% |
| 1Y | +7.6% | -18.0% | +25.6% | +9.4% |
| 3Y | +23.7% | -29.0% | +52.7% | +26.0% |
| All | +15.1% | -8.7% | +23.8% | +22.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling