+124.7%
LITE vs MOS
-11.3%
+136.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.1% | +5.5% | +5.7% |
| 7D | -35.9% | +21.6% | -57.5% | -35.6% |
| 30D | -51.5% | +12.0% | -63.5% | -51.0% |
| 3M | -35.7% | -3.9% | -31.9% | -34.2% |
| 6M | -43.0% | -3.3% | -39.6% | -41.8% |
| YTD | +46.1% | -4.6% | +50.8% | +50.4% |
| 1Y | +124.7% | -7.0% | +131.7% | +129.8% |
| All | +124.7% | -11.3% | +136.0% | +129.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling