-11.3%
LVS vs MOS
-1.8%
-9.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.2% |
| 7D | -1.3% | +5.5% | -6.7% | -2.9% |
| 30D | +12.2% | +21.0% | -8.8% | +5.4% |
| 3M | -11.3% | -0.5% | -10.8% | -11.9% |
| 6M | -21.6% | +6.6% | -28.2% | -24.6% |
| YTD | -36.6% | -2.8% | -33.8% | -38.2% |
| 1Y | -38.4% | -8.1% | -30.3% | -39.1% |
| 3Y | -10.2% | -25.6% | +15.4% | -8.3% |
| 5Y | +9.4% | -29.8% | +39.2% | +4.8% |
| 10Y | -11.3% | +0.6% | -11.9% | -36.6% |
| All | -11.3% | -1.8% | -9.5% | -36.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling