+358.2%
PSX vs MOS
-4.2%
+362.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.6% | +6.2% | +3.3% |
| 7D | +6.4% | -2.6% | +9.0% | +7.3% |
| 30D | -10.2% | +13.5% | -23.6% | -15.5% |
| 3M | +17.2% | -2.9% | +20.1% | +16.1% |
| 6M | +51.8% | -1.0% | +52.7% | +47.1% |
| YTD | +108.0% | -7.2% | +115.2% | +102.9% |
| 1Y | +96.1% | -11.4% | +107.5% | +94.4% |
| 3Y | +155.9% | -29.0% | +184.8% | +165.9% |
| 5Y | +306.9% | -34.0% | +340.9% | +307.7% |
| All | +358.2% | -4.2% | +362.4% | +215.1% |
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 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