+1,499.1%
LYV vs MOS
+153.1%
+1,345.9%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.4% | -3.7% | -2.7% |
| 7D | -4.5% | +9.5% | -14.0% | -7.3% |
| 30D | -5.5% | +10.4% | -15.9% | -8.6% |
| 3M | +7.8% | +12.9% | -5.1% | +2.7% |
| 6M | +9.4% | +1.2% | +8.1% | +6.8% |
| YTD | +21.8% | +9.3% | +12.4% | +15.6% |
| 1Y | +6.5% | -18.0% | +24.4% | +9.9% |
| 3Y | +106.4% | -29.0% | +135.5% | +114.5% |
| 5Y | +101.6% | -9.6% | +111.1% | +79.2% |
| 10Y | +540.9% | +6.1% | +534.9% | +370.9% |
| All | +1,499.1% | +153.1% | +1,345.9% | +964.5% |
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