-79.3%
LYFT vs MOS
+11.8%
-91.0%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.6% | -5.5% | -3.9% |
| 7D | -3.2% | +7.1% | -10.2% | -5.7% |
| 30D | -7.0% | +15.0% | -22.0% | -12.1% |
| 3M | +15.8% | +24.1% | -8.3% | +5.5% |
| 6M | +22.6% | +2.7% | +19.8% | +17.9% |
| YTD | -16.2% | +12.2% | -28.3% | -22.9% |
| 1Y | -8.3% | -16.3% | +8.0% | -5.6% |
| 3Y | +50.1% | -23.3% | +73.4% | +54.0% |
| 5Y | -67.4% | -4.2% | -63.2% | -73.3% |
| All | -79.3% | +11.8% | -91.0% | -90.4% |
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