+40.9%
LVS vs MOS
+72.0%
-31.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | +11.1% | +21.6% | -10.5% | +2.2% |
| 30D | +14.7% | +12.0% | +2.7% | +8.7% |
| 3M | -10.9% | -3.9% | -7.1% | -10.7% |
| 6M | -22.3% | -3.3% | -19.0% | -23.4% |
| YTD | -35.8% | -4.6% | -31.2% | -37.7% |
| 1Y | -33.5% | -7.0% | -26.5% | -35.1% |
| 3Y | -11.7% | -24.4% | +12.7% | -10.7% |
| 5Y | +2.6% | -32.1% | +34.7% | -1.5% |
| 10Y | -11.9% | +10.3% | -22.2% | -44.1% |
| All | +40.9% | +72.0% | -31.1% | -34.0% |
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 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