+5,083.9%
LITE vs MOS
-26.6%
+5,110.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.4% | +2.6% | +3.7% |
| 7D | -1.5% | +9.5% | -11.1% | -3.7% |
| 30D | +6.7% | +10.4% | -3.8% | +3.9% |
| 3M | -6.8% | +12.9% | -19.6% | -10.0% |
| 6M | +29.4% | +1.2% | +28.2% | +27.2% |
| YTD | +139.1% | +9.3% | +129.8% | +129.4% |
| 1Y | +521.0% | -18.0% | +539.0% | +535.1% |
| 3Y | +1,535.3% | -29.0% | +1,564.3% | +1,595.2% |
| 5Y | +889.8% | -9.6% | +899.4% | +812.8% |
| 10Y | +2,400.7% | +6.1% | +2,394.7% | +1,862.3% |
| All | +5,083.9% | -26.6% | +5,110.5% | +3,113.5% |
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