+47.0%
LLY vs MOS
-8.6%
+55.6%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.8% | +2.4% | +4.2% |
| 7D | +0.1% | +19.7% | -19.6% | -1.1% |
| 30D | +19.7% | +21.5% | -1.8% | +18.3% |
| 3M | +19.3% | -0.4% | +19.7% | +19.4% |
| 6M | +49.3% | +4.5% | +44.8% | +48.8% |
| YTD | +32.0% | -2.9% | +34.9% | +31.8% |
| All | +47.0% | -8.6% | +55.6% | +45.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling