-37.7%
LVS vs MOS
-8.6%
-29.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.8% | -3.2% | -1.6% |
| 7D | +5.2% | +19.7% | -14.5% | +2.7% |
| 30D | +12.0% | +21.5% | -9.5% | +9.3% |
| 3M | -11.5% | -0.4% | -11.1% | -12.3% |
| 6M | -23.2% | +4.5% | -27.8% | -24.4% |
| YTD | -36.7% | -2.9% | -33.8% | -36.4% |
| All | -37.7% | -8.6% | -29.0% | -37.1% |
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