+156.2%
PSX vs MOS
-28.2%
+184.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | 0.0% | +0.6% |
| 7D | +7.8% | -2.0% | +9.8% | +8.1% |
| 30D | -10.9% | +15.3% | -26.2% | -13.7% |
| 3M | +14.5% | +1.5% | +13.0% | +13.8% |
| 6M | +56.1% | -2.0% | +58.1% | +55.4% |
| YTD | +109.6% | -6.5% | +116.1% | +108.0% |
| 1Y | +95.5% | -11.1% | +106.6% | +96.8% |
| 3Y | +156.2% | -30.3% | +186.4% | +163.3% |
| All | +156.2% | -28.2% | +184.4% | +163.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling