+52.3%
LVS vs MOS
+97.2%
-45.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.9% |
| 7D | -1.5% | +9.5% | -11.0% | -5.2% |
| 30D | -3.2% | +10.4% | -13.7% | -7.3% |
| 3M | -12.0% | +12.9% | -24.9% | -17.5% |
| 6M | -19.9% | +1.2% | -21.1% | -22.8% |
| YTD | -30.6% | +9.3% | -39.9% | -35.6% |
| 1Y | -17.7% | -18.0% | +0.2% | -15.0% |
| 3Y | -14.2% | -29.0% | +14.8% | -10.3% |
| 5Y | +9.6% | -9.6% | +19.2% | -6.9% |
| 10Y | +5.7% | +6.1% | -0.4% | -30.6% |
| All | +52.3% | +97.2% | -45.0% | -31.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling