+150.2%
MOS vs PPG
+2,762.5%
-2,612.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.6% | -0.2% | +0.4% |
| 7D | +9.5% | -1.5% | +11.0% | +10.5% |
| 30D | +10.4% | -5.0% | +15.4% | +13.7% |
| 3M | +12.9% | +1.1% | +11.7% | +11.2% |
| 6M | +1.2% | -3.2% | +4.4% | +1.4% |
| YTD | +9.3% | +11.9% | -2.6% | -0.4% |
| 1Y | -18.0% | +5.3% | -23.3% | -22.7% |
| 3Y | -29.0% | -15.0% | -14.0% | -25.2% |
| 5Y | -9.6% | -19.6% | +10.0% | -6.8% |
| 10Y | +6.1% | +27.0% | -21.0% | -16.4% |
| All | +150.2% | +2,762.5% | -2,612.3% | -44.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling