+1,681.4%
PLD vs MOS
-1.5%
+1,682.9%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +17.4% | -15.6% | -2.5% |
| 7D | +4.9% | +17.9% | -13.0% | +0.3% |
| 30D | +2.6% | +1.6% | +1.0% | +1.6% |
| 3M | -4.8% | -4.0% | -0.8% | -4.7% |
| 6M | -3.9% | -4.1% | +0.2% | -4.5% |
| YTD | +5.3% | -7.8% | +13.1% | +4.3% |
| 1Y | +9.3% | -15.6% | +24.8% | +10.3% |
| 3Y | +35.8% | -28.9% | +64.6% | +39.5% |
| 5Y | +2.9% | -36.8% | +39.7% | +3.5% |
| 10Y | +253.4% | +6.7% | +246.8% | +166.2% |
| All | +1,681.4% | -1.5% | +1,682.9% | +1,086.0% |
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 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