-76.3%
LULU vs MOS
-4.4%
-71.9%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.2% | -2.2% | -3.1% |
| 7D | -16.9% | +1.7% | -18.6% | -17.3% |
| 30D | -22.0% | +11.7% | -33.6% | -24.0% |
| 3M | -17.8% | +23.2% | -41.0% | -22.0% |
| 6M | -41.3% | -1.6% | -39.6% | -41.9% |
| YTD | -52.0% | +10.8% | -62.8% | -54.1% |
| 1Y | -39.8% | -16.2% | -23.6% | -38.5% |
| 3Y | -74.8% | -24.2% | -50.6% | -74.4% |
| 5Y | -76.3% | -6.6% | -69.7% | -77.7% |
| All | -76.3% | -4.4% | -71.9% | -77.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling