+22.6%
LQD vs MOS
+11.1%
+11.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | -0.1% |
| 7D | +0.2% | +7.1% | -6.8% | +0.1% |
| 30D | -0.6% | +15.0% | -15.6% | -0.9% |
| 3M | -1.2% | +24.1% | -25.3% | -1.7% |
| 6M | -1.9% | +2.7% | -4.7% | -2.1% |
| YTD | -1.3% | +12.2% | -13.5% | -1.7% |
| 1Y | -1.0% | -16.3% | +15.3% | -0.8% |
| 3Y | +15.2% | -23.3% | +38.5% | +15.3% |
| 5Y | -4.4% | -4.2% | -0.2% | -5.5% |
| 10Y | +22.6% | +12.6% | +10.0% | +15.6% |
| All | +22.6% | +11.1% | +11.5% | +15.6% |
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