-7.9%
MOS vs LEN
-27.0%
+19.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.4% | +6.3% | +2.2% |
| 7D | +24.8% | +0.7% | +24.1% | +24.7% |
| 30D | +22.7% | +13.0% | +9.7% | +20.4% |
| 3M | -1.2% | +1.9% | -3.1% | -1.5% |
| 6M | +5.5% | -0.7% | +6.3% | +5.2% |
| YTD | -2.0% | -13.8% | +11.9% | -0.4% |
| 1Y | -7.9% | -28.1% | +20.1% | -2.8% |
| All | -7.9% | -27.0% | +19.1% | -2.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling