+5,204.9%
LUV vs MOS
+129.4%
+5,075.5%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -0.9% | -0.2% |
| 7D | +6.6% | +24.8% | -18.2% | +1.7% |
| 30D | +11.2% | +22.7% | -11.5% | +6.3% |
| 3M | +3.6% | -1.2% | +4.9% | +3.2% |
| 6M | +13.1% | +5.5% | +7.6% | +10.8% |
| YTD | +13.6% | -2.0% | +15.5% | +11.5% |
| 1Y | +44.4% | -7.9% | +52.3% | +43.3% |
| 3Y | +113.2% | -25.0% | +138.2% | +116.6% |
| 5Y | +1.5% | -27.7% | +29.3% | +0.5% |
| 10Y | +20.2% | -1.6% | +21.7% | +3.3% |
| All | +5,204.9% | +129.4% | +5,075.5% | +2,608.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling