+95.5%
PSX vs MOS
-11.3%
+106.8%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | 0.0% | +0.7% |
| 7D | +7.8% | -2.0% | +9.8% | +7.9% |
| 30D | -10.9% | +15.3% | -26.2% | -11.4% |
| 3M | +14.5% | +1.5% | +13.0% | +15.8% |
| 6M | +56.1% | -2.0% | +58.1% | +58.3% |
| YTD | +109.6% | -6.5% | +116.1% | +107.6% |
| 1Y | +95.5% | -11.1% | +106.6% | +96.4% |
| All | +95.5% | -11.3% | +106.8% | +96.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling