+1,826.8%
PWR vs MOS
+8.6%
+1,818.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.1% | +6.1% | +6.2% |
| 7D | -12.9% | +21.6% | -34.4% | -18.6% |
| 30D | -22.8% | +12.0% | -34.8% | -26.3% |
| 3M | -19.0% | -3.9% | -15.1% | -19.6% |
| 6M | -31.1% | -3.3% | -27.8% | -32.2% |
| YTD | +28.2% | -4.6% | +32.9% | +24.7% |
| 1Y | +22.2% | -7.0% | +29.2% | +19.2% |
| 3Y | +222.1% | -24.4% | +246.5% | +224.5% |
| 5Y | +364.1% | -32.1% | +396.2% | +352.6% |
| All | +1,826.8% | +8.6% | +1,818.1% | +1,317.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling