+66.8%
PPL vs MOS
+3.2%
+63.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.1% |
| 7D | 0.0% | +24.8% | -24.8% | -2.9% |
| 30D | +4.3% | +22.7% | -18.4% | +1.4% |
| 3M | +2.9% | -1.2% | +4.2% | +2.6% |
| 6M | +1.1% | +5.5% | -4.4% | -0.4% |
| YTD | +4.5% | -2.0% | +6.4% | +3.1% |
| 1Y | +0.1% | -7.9% | +8.0% | -0.5% |
| 3Y | +55.7% | -25.0% | +80.7% | +56.5% |
| 5Y | +47.6% | -27.7% | +75.3% | +43.4% |
| 10Y | +66.8% | -1.6% | +68.4% | +31.0% |
| All | +66.8% | +3.2% | +63.6% | +31.0% |
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