+2,043.2%
LLY vs MOS
+8.6%
+2,034.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | -4.5% | +21.6% | -26.1% | -5.8% |
| 30D | +13.9% | +12.0% | +1.9% | +12.9% |
| 3M | +13.8% | -3.9% | +17.6% | +13.8% |
| 6M | +37.6% | -3.3% | +40.9% | +37.4% |
| YTD | +26.6% | -4.6% | +31.2% | +26.2% |
| 1Y | +45.3% | -7.0% | +52.3% | +45.0% |
| 3Y | +132.2% | -24.4% | +156.7% | +132.9% |
| 5Y | +434.7% | -32.1% | +466.8% | +431.3% |
| All | +2,043.2% | +8.6% | +2,034.6% | +1,882.8% |
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