+82.7%
LULU vs MOS
-3.5%
+86.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +1.0% |
| 7D | -4.6% | -2.0% | -2.7% | -4.2% |
| 30D | +12.3% | +15.3% | -3.0% | +8.3% |
| 3M | -11.6% | +1.5% | -13.1% | -12.6% |
| 6M | -12.8% | -2.0% | -10.9% | -13.5% |
| YTD | -49.2% | -6.5% | -42.6% | -49.7% |
| 1Y | -37.7% | -11.1% | -26.7% | -37.8% |
| 3Y | -74.7% | -30.3% | -44.4% | -73.7% |
| 5Y | -76.7% | -33.5% | -43.1% | -76.4% |
| All | +82.7% | -3.5% | +86.2% | +49.0% |
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