+286.0%
PSX vs MOS
-28.7%
+314.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -1.2% |
| 7D | -7.8% | +24.8% | -32.6% | -14.0% |
| 30D | -9.9% | +22.7% | -32.6% | -15.7% |
| 3M | +16.9% | -1.2% | +18.2% | +16.2% |
| 6M | +48.0% | +5.5% | +42.4% | +42.4% |
| YTD | +98.3% | -2.0% | +100.3% | +92.4% |
| 1Y | +86.2% | -7.9% | +94.1% | +84.3% |
| 3Y | +144.0% | -25.0% | +169.0% | +150.0% |
| All | +286.0% | -28.7% | +314.8% | +248.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling