+23.7%
LUV vs MOS
+6.2%
+17.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.8% | +2.3% | +3.7% |
| 7D | +5.3% | +19.7% | -14.3% | 0.0% |
| 30D | +11.1% | +21.5% | -10.4% | +4.9% |
| 3M | -1.1% | -0.4% | -0.7% | -2.0% |
| 6M | +13.1% | +4.5% | +8.6% | +10.0% |
| YTD | +13.5% | -2.9% | +16.4% | +10.5% |
| 1Y | +45.2% | -7.7% | +52.9% | +43.1% |
| 3Y | +111.4% | -25.6% | +137.0% | +114.9% |
| 5Y | -0.9% | -31.2% | +30.2% | -4.1% |
| 10Y | +23.7% | +2.8% | +20.9% | -14.8% |
| All | +23.7% | +6.2% | +17.5% | -14.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling