-40.3%
LULU vs MOS
-21.7%
-18.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +3.0% | +2.3% |
| 7D | -1.6% | -1.7% | +0.1% | -1.4% |
| 30D | -18.1% | +12.4% | -30.5% | -19.4% |
| 3M | -18.8% | +20.5% | -39.2% | -20.9% |
| 6M | -39.2% | -12.0% | -27.2% | -38.7% |
| YTD | -52.4% | +7.4% | -59.8% | -54.7% |
| 1Y | -40.3% | -22.5% | -17.8% | -36.1% |
| All | -40.3% | -21.7% | -18.6% | -36.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling