+2,331.0%
LITE vs MOS
+5.8%
+2,325.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.4% | +2.6% | +3.6% |
| 7D | -1.5% | +9.5% | -11.1% | -3.9% |
| 30D | +6.7% | +10.4% | -3.8% | +3.7% |
| 3M | -6.8% | +12.9% | -19.6% | -10.3% |
| 6M | +29.4% | +1.2% | +28.2% | +26.9% |
| YTD | +139.1% | +9.3% | +129.8% | +128.4% |
| 1Y | +521.0% | -18.0% | +539.0% | +536.3% |
| 3Y | +1,535.3% | -29.0% | +1,564.3% | +1,600.4% |
| 5Y | +889.8% | -9.6% | +899.4% | +794.9% |
| All | +2,331.0% | +5.8% | +2,325.2% | +1,888.1% |
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