+30.4%
LYV vs MOS
-11.3%
+41.8%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.7% | -1.0% |
| 7D | +1.8% | -2.0% | +3.8% | +2.1% |
| 30D | +5.7% | +15.3% | -9.6% | +3.1% |
| 3M | -4.1% | +1.5% | -5.6% | -4.9% |
| 6M | +5.9% | -2.0% | +7.9% | +5.3% |
| YTD | +25.2% | -6.5% | +31.8% | +22.1% |
| 1Y | +30.4% | -11.1% | +41.5% | +29.3% |
| All | +30.4% | -11.3% | +41.8% | +29.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling