+17.4%
LQD vs MOS
-24.9%
+42.3%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.7% | +0.1% |
| 7D | +0.9% | +19.7% | -18.7% | +0.4% |
| 30D | +2.2% | +21.5% | -19.3% | +1.7% |
| 3M | -0.9% | -0.4% | -0.5% | -1.0% |
| 6M | -2.2% | +4.5% | -6.7% | -2.4% |
| YTD | -1.6% | -2.9% | +1.3% | -1.8% |
| 1Y | -1.3% | -7.7% | +6.4% | -1.4% |
| 3Y | +17.4% | -25.6% | +43.1% | +17.6% |
| All | +17.4% | -24.9% | +42.3% | +17.6% |
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 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