+15,986.8%
PSA vs MOS
+122.8%
+15,863.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.3% | -3.9% | -1.1% |
| 7D | +7.4% | +22.5% | -15.1% | +4.0% |
| 30D | +19.1% | +6.6% | +12.5% | +17.7% |
| 3M | +5.1% | -3.8% | +8.9% | +5.2% |
| 6M | +16.2% | -2.2% | +18.4% | +15.5% |
| YTD | +35.2% | -4.8% | +39.9% | +34.1% |
| 1Y | +27.1% | -11.7% | +38.8% | +27.4% |
| 3Y | +51.7% | -26.5% | +78.2% | +53.8% |
| 5Y | +31.8% | -32.2% | +64.0% | +31.9% |
| 10Y | +148.0% | +10.2% | +137.8% | +110.6% |
| All | +15,986.8% | +122.8% | +15,863.9% | +11,462.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling