+46.8%
LULU vs MOS
+13.3%
+33.4%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.3% | -0.6% | -2.3% |
| 7D | -20.4% | +0.5% | -20.9% | -20.6% |
| 30D | -22.9% | +10.9% | -33.8% | -24.8% |
| 3M | -18.5% | +29.2% | -47.8% | -23.7% |
| 6M | -41.8% | -2.3% | -39.5% | -42.4% |
| YTD | -53.4% | +8.3% | -61.7% | -55.2% |
| 1Y | -40.9% | -21.2% | -19.7% | -38.8% |
| 3Y | -75.6% | -25.9% | -49.6% | -74.9% |
| 5Y | -77.2% | -9.4% | -67.9% | -78.6% |
| All | +46.8% | +13.3% | +33.4% | +9.1% |
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