-5.7%
LUV vs MOS
-32.4%
+26.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +4.8% | +21.6% | -16.8% | +0.6% |
| 30D | +6.5% | +12.0% | -5.4% | +3.8% |
| 3M | -4.9% | -3.9% | -1.0% | -4.8% |
| 6M | +8.1% | -3.3% | +11.4% | +7.5% |
| YTD | +9.0% | -4.6% | +13.6% | +6.9% |
| 1Y | +43.6% | -7.0% | +50.6% | +41.3% |
| 3Y | +101.4% | -24.4% | +125.8% | +101.4% |
| All | -5.7% | -32.4% | +26.6% | -11.5% |
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 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