-9.5%
LVS vs MOS
-28.2%
+18.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.7% | +2.0% | +2.6% |
| 7D | -0.8% | -2.0% | +1.1% | -0.5% |
| 30D | +10.0% | +15.3% | -5.3% | +6.9% |
| 3M | -11.0% | +1.5% | -12.5% | -11.8% |
| 6M | -20.1% | -2.0% | -18.2% | -20.7% |
| YTD | -36.3% | -6.5% | -29.8% | -36.9% |
| 1Y | -36.8% | -11.1% | -25.8% | -36.9% |
| 3Y | -9.5% | -30.3% | +20.7% | -6.0% |
| All | -9.5% | -28.2% | +18.6% | -6.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling