+901.5%
LITE vs MOS
-8.7%
+910.3%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.4% | +2.6% | +3.7% |
| 7D | -1.5% | +9.5% | -11.1% | -3.3% |
| 30D | +6.7% | +10.4% | -3.8% | +4.4% |
| 3M | -6.8% | +12.9% | -19.6% | -9.5% |
| 6M | +29.4% | +1.2% | +28.2% | +27.5% |
| YTD | +139.1% | +9.3% | +129.8% | +130.4% |
| 1Y | +521.0% | -18.0% | +539.0% | +534.6% |
| 3Y | +1,535.3% | -29.0% | +1,564.3% | +1,561.7% |
| All | +901.5% | -8.7% | +910.3% | +825.2% |
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