+2,050.0%
LLY vs MOS
-1.8%
+2,051.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.2% | +0.4% |
| 7D | +1.4% | +5.5% | -4.1% | +1.0% |
| 30D | +21.5% | +21.0% | +0.6% | +19.9% |
| 3M | +18.5% | -0.5% | +18.9% | +18.3% |
| 6M | +49.1% | +6.6% | +42.5% | +48.0% |
| YTD | +34.4% | -2.8% | +37.2% | +33.8% |
| 1Y | +46.3% | -8.1% | +54.4% | +46.1% |
| 3Y | +145.5% | -25.6% | +171.1% | +146.5% |
| 5Y | +472.7% | -29.8% | +502.4% | +468.0% |
| 10Y | +2,050.0% | +0.6% | +2,049.4% | +1,915.6% |
| All | +2,050.0% | -1.8% | +2,051.8% | +1,915.6% |
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