-74.0%
LULU vs MOS
-23.7%
-50.3%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.6% | -0.1% | +2.0% |
| 7D | -12.6% | +7.1% | -19.6% | -13.9% |
| 30D | -19.7% | +15.0% | -34.8% | -22.3% |
| 3M | -12.2% | +24.1% | -36.3% | -16.8% |
| 6M | -39.3% | +2.7% | -42.1% | -40.7% |
| YTD | -50.3% | +12.2% | -62.5% | -52.9% |
| 1Y | -38.6% | -16.3% | -22.3% | -36.9% |
| All | -74.0% | -23.7% | -50.3% | -74.5% |
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