+1,073.8%
PSX vs MOS
-40.2%
+1,114.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +3.3% | -8.1% | -6.0% |
| 7D | -9.7% | +22.5% | -32.2% | -16.8% |
| 30D | -8.4% | +6.6% | -15.1% | -11.7% |
| 3M | +22.6% | -3.8% | +26.4% | +22.0% |
| 6M | +38.8% | -2.2% | +41.0% | +35.4% |
| YTD | +95.5% | -4.8% | +100.2% | +89.4% |
| 1Y | +87.1% | -11.7% | +98.8% | +85.9% |
| 3Y | +133.5% | -26.5% | +160.0% | +139.6% |
| 5Y | +280.9% | -32.2% | +313.1% | +281.8% |
| 10Y | +356.6% | +10.2% | +346.4% | +221.8% |
| All | +1,073.8% | -40.2% | +1,114.0% | +839.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling