+59.2%
LUV vs MOS
-16.2%
+75.5%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +17.4% | -10.5% | +5.1% |
| 7D | +6.8% | +17.9% | -11.2% | +5.0% |
| 30D | +10.9% | +1.6% | +9.4% | +10.0% |
| 3M | -4.2% | -4.0% | -0.2% | -4.8% |
| 6M | +22.1% | -4.1% | +26.3% | +20.4% |
| YTD | +13.8% | -7.8% | +21.6% | +10.5% |
| 1Y | +59.2% | -15.6% | +74.8% | +58.4% |
| All | +59.2% | -16.2% | +75.5% | +58.4% |
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