+32.6%
LYFT vs MOS
-26.3%
+58.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.1% | +1.4% |
| 7D | -13.1% | +0.5% | -13.6% | -13.2% |
| 30D | -14.4% | +10.9% | -25.3% | -16.7% |
| 3M | +12.2% | +29.2% | -17.1% | +4.4% |
| 6M | +13.4% | -2.3% | +15.6% | +12.1% |
| YTD | -22.5% | +8.3% | -30.8% | -26.5% |
| 1Y | -20.8% | -21.2% | +0.4% | -16.5% |
| All | +32.6% | -26.3% | +58.9% | +36.9% |
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 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