-31.8%
LVS vs MOS
-16.2%
-15.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +17.4% | -10.9% | +4.4% |
| 7D | +13.4% | +17.9% | -4.5% | +11.1% |
| 30D | +12.2% | +1.6% | +10.6% | +11.3% |
| 3M | -10.7% | -4.0% | -6.8% | -11.1% |
| 6M | -19.8% | -4.1% | -15.7% | -20.2% |
| YTD | -35.8% | -7.8% | -28.0% | -35.3% |
| 1Y | -31.8% | -15.6% | -16.2% | -30.1% |
| All | -31.8% | -16.2% | -15.6% | -30.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling