+346.6%
PSX vs MOS
+8.6%
+338.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.7% | -0.6% |
| 7D | -13.1% | +21.6% | -34.7% | -20.0% |
| 30D | -9.5% | +12.0% | -21.5% | -14.4% |
| 3M | +20.2% | -3.9% | +24.1% | +19.7% |
| 6M | +44.9% | -3.3% | +48.2% | +41.9% |
| YTD | +94.4% | -4.6% | +99.1% | +87.9% |
| 1Y | +83.1% | -7.0% | +90.0% | +78.2% |
| 3Y | +132.2% | -24.4% | +156.6% | +135.5% |
| 5Y | +278.8% | -32.1% | +311.0% | +276.0% |
| All | +346.6% | +8.6% | +338.0% | +196.7% |
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