+56.9%
PPL vs MOS
-29.0%
+85.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +17.4% | -17.3% | -0.6% |
| 7D | +1.8% | +17.9% | -16.2% | +1.1% |
| 30D | +8.4% | +1.6% | +6.9% | +8.3% |
| 3M | +2.4% | -4.0% | +6.4% | +2.4% |
| 6M | -4.0% | -4.1% | +0.2% | -4.0% |
| YTD | +4.5% | -7.8% | +12.3% | +4.0% |
| 1Y | +1.7% | -15.6% | +17.3% | +1.8% |
| All | +56.9% | -29.0% | +85.9% | +61.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling