+2.2%
LVS vs MOS
-34.1%
+36.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.6% | +2.3% | -1.3% |
| 7D | -3.9% | -2.6% | -1.3% | -3.4% |
| 30D | +7.1% | +13.5% | -6.4% | +3.9% |
| 3M | -13.2% | -2.9% | -10.3% | -13.2% |
| 6M | -22.8% | -1.0% | -21.8% | -23.6% |
| YTD | -38.0% | -7.2% | -30.8% | -38.4% |
| 1Y | -39.5% | -11.4% | -28.1% | -39.4% |
| 3Y | -12.2% | -29.0% | +16.8% | -10.0% |
| All | +2.2% | -34.1% | +36.3% | -14.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling