+134.1%
LLY vs MOS
-26.7%
+160.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +3.3% | -7.0% | -4.0% |
| 7D | -0.7% | +22.5% | -23.1% | -2.0% |
| 30D | +17.9% | +6.6% | +11.3% | +17.4% |
| 3M | +16.8% | -3.8% | +20.6% | +17.0% |
| 6M | +38.4% | -2.2% | +40.6% | +38.3% |
| YTD | +27.6% | -4.8% | +32.4% | +27.2% |
| 1Y | +48.3% | -11.7% | +60.0% | +48.4% |
| All | +134.1% | -26.7% | +160.8% | +138.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling