-80.4%
LYFT vs MOS
+7.0%
-87.5%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.8% | +2.8% | +2.3% |
| 7D | -8.4% | -1.7% | -6.6% | -7.8% |
| 30D | -7.6% | +12.4% | -20.0% | -11.9% |
| 3M | +11.7% | +20.5% | -8.7% | +3.0% |
| 6M | +15.1% | -12.0% | +27.1% | +17.8% |
| YTD | -20.9% | +7.4% | -28.3% | -26.0% |
| 1Y | -16.4% | -22.5% | +6.1% | -11.3% |
| 3Y | +35.2% | -25.5% | +60.7% | +40.2% |
| 5Y | -69.4% | -10.1% | -59.3% | -74.2% |
| All | -80.4% | +7.0% | -87.5% | -90.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling