+44.9%
PSX vs MOS
-2.0%
+46.9%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.7% | -0.5% |
| 7D | -13.1% | +21.6% | -34.7% | -10.9% |
| 30D | -9.5% | +12.0% | -21.5% | -7.1% |
| 3M | +20.2% | -3.9% | +24.1% | +23.9% |
| 6M | +44.9% | -3.3% | +48.2% | +48.5% |
| All | +44.9% | -2.0% | +46.9% | +48.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling