-74.9%
LULU vs MOS
-28.7%
-46.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.6% | +1.8% | -1.8% |
| 7D | -6.5% | -2.6% | -4.0% | -6.0% |
| 30D | +10.7% | +13.5% | -2.7% | +7.4% |
| 3M | -13.6% | -2.9% | -10.7% | -13.5% |
| 6M | -16.5% | -1.0% | -15.5% | -17.2% |
| YTD | -49.7% | -7.2% | -42.5% | -50.6% |
| 1Y | -38.9% | -11.4% | -27.5% | -39.2% |
| All | -74.9% | -28.7% | -46.3% | -74.3% |
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