+4,437.6%
LUV vs MOS
+155.8%
+4,281.8%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.4% | +0.9% | +2.0% |
| 7D | +0.4% | +9.5% | -9.1% | -1.5% |
| 30D | -18.4% | +10.4% | -28.8% | -20.3% |
| 3M | -3.2% | +12.9% | -16.1% | -6.1% |
| 6M | -14.8% | +1.2% | -16.1% | -16.2% |
| YTD | -2.9% | +9.3% | -12.2% | -6.3% |
| 1Y | +29.6% | -18.0% | +47.6% | +32.1% |
| 3Y | +35.2% | -29.0% | +64.2% | +39.3% |
| 5Y | -11.7% | -9.6% | -2.1% | -16.5% |
| 10Y | +21.6% | +6.1% | +15.5% | +3.1% |
| All | +4,437.6% | +155.8% | +4,281.8% | +2,176.2% |
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