+106.0%
LYV vs MOS
-26.9%
+132.9%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.1% | +3.1% | +0.5% |
| 7D | -4.2% | -0.4% | -3.8% | -4.2% |
| 30D | -7.2% | +10.0% | -17.2% | -8.7% |
| 3M | +1.5% | +28.2% | -26.6% | -2.8% |
| 6M | +2.7% | -3.1% | +5.9% | +2.3% |
| YTD | +19.4% | +7.4% | +11.9% | +16.9% |
| 1Y | -0.5% | -21.8% | +21.4% | +1.5% |
| All | +106.0% | -26.9% | +132.9% | +108.9% |
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