-1.6%
MOS vs PPG
+57.0%
-58.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | +24.8% | +3.2% | +21.6% | +22.5% |
| 30D | +22.7% | +20.4% | +2.3% | +8.4% |
| 3M | -1.2% | +8.4% | -9.6% | -6.5% |
| 6M | +5.5% | +15.6% | -10.1% | -5.2% |
| YTD | -2.0% | +24.4% | -26.4% | -17.7% |
| 1Y | -7.9% | +32.9% | -40.8% | -26.2% |
| 3Y | -25.0% | +3.7% | -28.7% | -30.3% |
| 5Y | -27.7% | -13.7% | -14.0% | -26.9% |
| 10Y | -1.6% | +55.5% | -57.0% | -41.9% |
| All | -1.6% | +57.0% | -58.6% | -41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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