+17,561.1%
LLY vs MOS
+155.8%
+17,405.3%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.4% | -2.3% | -1.0% |
| 7D | -2.1% | +9.5% | -11.7% | -3.0% |
| 30D | -1.6% | +10.4% | -12.0% | -2.6% |
| 3M | +2.3% | +12.9% | -10.6% | +0.8% |
| 6M | +14.9% | +1.2% | +13.6% | +14.1% |
| YTD | +7.5% | +9.3% | -1.8% | +5.8% |
| 1Y | +55.7% | -18.0% | +73.7% | +57.2% |
| 3Y | +110.6% | -29.0% | +139.6% | +113.2% |
| 5Y | +363.4% | -9.6% | +373.0% | +347.5% |
| 10Y | +1,649.0% | +6.1% | +1,642.9% | +1,475.2% |
| All | +17,561.1% | +155.8% | +17,405.3% | +11,605.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling