+1,321.8%
LITE vs MOS
+8.5%
+1,313.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | +3.3% | -22.0% | -19.5% |
| 7D | -44.6% | +22.5% | -67.1% | -47.8% |
| 30D | -55.0% | +6.6% | -61.7% | -56.2% |
| 3M | -38.3% | -3.8% | -34.5% | -38.7% |
| 6M | -48.8% | -2.2% | -46.5% | -49.6% |
| YTD | +38.3% | -4.8% | +43.1% | +35.2% |
| 1Y | +119.0% | -11.7% | +130.7% | +117.4% |
| 3Y | +1,092.0% | -26.5% | +1,118.5% | +1,112.9% |
| 5Y | +446.1% | -32.2% | +478.3% | +432.4% |
| All | +1,321.8% | +8.5% | +1,313.3% | +1,236.4% |
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