-34.4%
MOS vs LEN
-13.2%
-21.2%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -2.0% | -5.8% | +3.8% | -0.6% |
| 30D | +15.3% | +13.7% | +1.6% | +12.1% |
| 3M | +1.5% | -3.9% | +5.4% | +2.2% |
| 6M | -2.0% | -0.4% | -1.6% | -2.5% |
| YTD | -6.5% | -16.8% | +10.3% | -3.6% |
| 1Y | -11.1% | -29.5% | +18.4% | -4.8% |
| 3Y | -30.3% | -25.6% | -4.7% | -26.9% |
| All | -34.4% | -13.2% | -21.2% | -36.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling