+14,023.4%
PSA vs MOS
+155.8%
+13,867.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.6% | -1.4% |
| 7D | -3.7% | +9.5% | -13.2% | -5.0% |
| 30D | -7.7% | +10.4% | -18.2% | -9.2% |
| 3M | -0.6% | +12.9% | -13.5% | -2.8% |
| 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% | +9.3% |
| 3Y | +23.7% | -29.0% | +52.7% | +26.3% |
| 5Y | +13.7% | -9.6% | +23.2% | +9.0% |
| 10Y | +98.9% | +6.1% | +92.8% | +70.6% |
| All | +14,023.4% | +155.8% | +13,867.6% | +9,881.2% |
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