+12.9%
LUV vs MOS
+11.1%
+1.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.6% | -5.0% | -3.1% |
| 7D | +3.1% | +7.1% | -4.0% | +1.1% |
| 30D | -17.4% | +15.0% | -32.5% | -20.9% |
| 3M | -4.9% | +24.1% | -29.0% | -11.1% |
| 6M | -5.7% | +2.7% | -8.4% | -8.3% |
| YTD | -5.2% | +12.2% | -17.4% | -10.7% |
| 1Y | +24.1% | -16.3% | +40.4% | +26.6% |
| 3Y | +39.6% | -23.3% | +62.9% | +41.5% |
| 5Y | -12.5% | -4.2% | -8.3% | -23.5% |
| 10Y | +12.9% | +12.6% | +0.4% | -18.8% |
| All | +12.9% | +11.1% | +1.9% | -18.8% |
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