+2,006.3%
LLY vs MOS
+6.2%
+2,000.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.8% | +2.4% | +4.2% |
| 7D | +0.1% | +19.7% | -19.6% | -1.2% |
| 30D | +19.7% | +21.5% | -1.8% | +18.1% |
| 3M | +19.3% | -0.4% | +19.7% | +19.0% |
| 6M | +49.3% | +4.5% | +44.8% | +48.4% |
| YTD | +32.0% | -2.9% | +34.9% | +31.4% |
| 1Y | +53.7% | -7.7% | +61.4% | +53.4% |
| 3Y | +143.7% | -25.6% | +169.4% | +144.8% |
| 5Y | +463.9% | -31.2% | +495.1% | +460.0% |
| 10Y | +2,006.3% | +2.8% | +2,003.5% | +1,872.9% |
| All | +2,006.3% | +6.2% | +2,000.2% | +1,872.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling