+368.4%
PSX vs MOS
+5.8%
+362.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | -0.4% |
| 7D | +4.5% | +9.5% | -5.0% | +1.0% |
| 30D | +26.6% | +10.4% | +16.2% | +21.6% |
| 3M | +39.3% | +12.9% | +26.4% | +31.2% |
| 6M | +56.8% | +1.2% | +55.6% | +51.5% |
| YTD | +101.8% | +9.3% | +92.5% | +88.3% |
| 1Y | +99.6% | -18.0% | +117.6% | +107.1% |
| 3Y | +140.3% | -29.0% | +169.4% | +154.2% |
| 5Y | +339.3% | -9.6% | +348.9% | +293.3% |
| All | +368.4% | +5.8% | +362.6% | +226.3% |
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