+0.6%
MOS vs LEN
+142.4%
-141.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | +5.5% | -6.4% | +11.8% | +7.8% |
| 30D | +21.0% | +15.6% | +5.3% | +14.6% |
| 3M | -0.5% | -0.8% | +0.3% | -0.8% |
| 6M | +6.6% | +0.4% | +6.2% | +5.1% |
| YTD | -2.8% | -14.1% | +11.4% | +0.5% |
| 1Y | -8.1% | -29.6% | +21.6% | +2.0% |
| 3Y | -25.6% | -23.1% | -2.5% | -23.1% |
| 5Y | -29.8% | -8.9% | -20.9% | -35.2% |
| 10Y | +0.6% | +146.2% | -145.7% | -47.2% |
| All | +0.6% | +142.4% | -141.8% | -47.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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