+446.1%
LITE vs MOS
-31.6%
+477.6%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | +3.3% | -22.0% | -19.2% |
| 7D | -44.6% | +22.5% | -67.1% | -47.0% |
| 30D | -55.0% | +6.6% | -61.7% | -55.8% |
| 3M | -38.3% | -3.8% | -34.5% | -38.3% |
| 6M | -48.8% | -2.2% | -46.5% | -49.2% |
| YTD | +38.3% | -4.8% | +43.1% | +36.1% |
| 1Y | +119.0% | -11.7% | +130.7% | +118.5% |
| 3Y | +1,092.0% | -26.5% | +1,118.5% | +1,104.3% |
| 5Y | +446.1% | -32.2% | +478.3% | +419.4% |
| All | +446.1% | -31.6% | +477.6% | +419.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling