+2,348.3%
PWR vs MOS
+8.6%
+2,339.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | +0.3% |
| 7D | +3.6% | +9.5% | -5.9% | +0.8% |
| 30D | -8.6% | +10.4% | -19.0% | -11.6% |
| 3M | -13.2% | +12.9% | -26.0% | -17.0% |
| 6M | +9.9% | +1.2% | +8.7% | +7.4% |
| YTD | +48.0% | +9.3% | +38.7% | +40.4% |
| 1Y | +66.2% | -18.0% | +84.1% | +71.2% |
| 3Y | +195.1% | -29.0% | +224.1% | +208.3% |
| 5Y | +442.6% | -9.6% | +452.1% | +386.1% |
| All | +2,348.3% | +8.6% | +2,339.6% | +1,787.0% |
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