+549.4%
LYV vs MOS
+12.4%
+537.0%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.9% | +0.3% |
| 7D | -1.9% | -1.7% | -0.2% | -1.5% |
| 30D | -8.2% | +12.4% | -20.6% | -11.7% |
| 3M | -1.3% | +20.5% | -21.7% | -7.5% |
| 6M | +2.6% | -12.0% | +14.6% | +4.9% |
| YTD | +19.4% | +7.4% | +12.0% | +14.1% |
| 1Y | -2.2% | -22.5% | +20.2% | +2.8% |
| 3Y | +106.0% | -25.5% | +131.5% | +111.0% |
| 5Y | +97.7% | -10.1% | +107.8% | +70.7% |
| All | +549.4% | +12.4% | +537.0% | +306.9% |
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 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