-12.5%
LUV vs MOS
-7.1%
-5.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.6% | -5.0% | -2.9% |
| 7D | +3.1% | +7.1% | -4.0% | +1.7% |
| 30D | -17.4% | +15.0% | -32.5% | -19.9% |
| 3M | -4.9% | +24.1% | -29.0% | -9.4% |
| 6M | -5.7% | +2.7% | -8.4% | -7.6% |
| YTD | -5.2% | +12.2% | -17.4% | -9.4% |
| 1Y | +24.1% | -16.3% | +40.4% | +26.2% |
| 3Y | +39.6% | -23.3% | +62.9% | +40.2% |
| 5Y | -12.5% | -4.2% | -8.3% | -26.7% |
| All | -12.5% | -7.1% | -5.4% | -26.7% |
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