+526.8%
LYV vs MOS
-3.5%
+530.3%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.7% | -1.2% |
| 7D | +1.8% | -2.0% | +3.8% | +2.4% |
| 30D | +5.7% | +15.3% | -9.6% | +0.5% |
| 3M | -4.1% | +1.5% | -5.6% | -5.7% |
| 6M | +5.9% | -2.0% | +7.9% | +4.4% |
| YTD | +25.2% | -6.5% | +31.8% | +23.6% |
| 1Y | +30.4% | -11.1% | +41.5% | +30.5% |
| 3Y | +103.6% | -30.3% | +133.9% | +111.1% |
| 5Y | +58.9% | -33.5% | +92.4% | +52.9% |
| All | +526.8% | -3.5% | +530.3% | +298.8% |
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