-6.3%
MOS vs LEN
+136.9%
-143.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -2.0% | -5.8% | +3.8% | +0.1% |
| 30D | +15.3% | +13.7% | +1.6% | +10.0% |
| 3M | +1.5% | -3.9% | +5.4% | +2.4% |
| 6M | -2.0% | -0.4% | -1.6% | -3.1% |
| YTD | -6.5% | -16.8% | +10.3% | -2.3% |
| 1Y | -11.1% | -29.5% | +18.4% | -1.5% |
| 3Y | -30.3% | -25.6% | -4.7% | -27.0% |
| 5Y | -33.5% | -13.2% | -20.3% | -37.4% |
| All | -6.3% | +136.9% | -143.3% | -49.7% |
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