+43.5%
LUV vs MOS
-25.5%
+69.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.4% | +0.9% | +2.1% |
| 7D | +0.4% | +9.5% | -9.1% | -1.2% |
| 30D | -18.4% | +10.4% | -28.8% | -19.9% |
| 3M | -3.2% | +12.9% | -16.1% | -5.8% |
| 6M | -14.8% | +1.2% | -16.1% | -16.4% |
| YTD | -2.9% | +9.3% | -12.2% | -6.9% |
| 1Y | +29.6% | -18.0% | +47.6% | +32.4% |
| All | +43.5% | -25.5% | +69.1% | +40.5% |
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