-24.4%
MOS vs LEN
-18.1%
-6.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.1% | +3.2% | +0.9% |
| 7D | +21.6% | +2.1% | +19.5% | +21.1% |
| 30D | +12.0% | +16.6% | -4.6% | +8.1% |
| 3M | -3.9% | +5.3% | -9.2% | -5.3% |
| 6M | -3.3% | -0.8% | -2.6% | -3.7% |
| YTD | -4.6% | -11.7% | +7.1% | -2.9% |
| 1Y | -7.0% | -24.6% | +17.6% | -1.4% |
| 3Y | -24.4% | -18.7% | -5.8% | -24.6% |
| All | -24.4% | -18.1% | -6.3% | -24.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling