+3,586.8%
LITE vs MOS
-38.1%
+3,624.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +17.4% | -25.2% | -11.7% |
| 7D | -31.4% | +17.9% | -49.4% | -34.5% |
| 30D | -42.6% | +1.6% | -44.1% | -43.3% |
| 3M | -26.2% | -4.0% | -22.2% | -26.5% |
| 6M | -35.8% | -4.1% | -31.7% | -36.4% |
| YTD | +70.0% | -7.8% | +77.8% | +68.1% |
| 1Y | +232.7% | -15.6% | +248.3% | +234.4% |
| 3Y | +1,365.7% | -28.9% | +1,394.6% | +1,404.3% |
| 5Y | +609.5% | -36.8% | +646.3% | +610.9% |
| 10Y | +1,721.9% | +6.7% | +1,715.3% | +1,358.6% |
| All | +3,586.8% | -38.1% | +3,624.9% | +2,254.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling