-30.8%
MOS vs LEN
-9.3%
-21.5%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | +5.5% | -6.4% | +11.8% | +7.0% |
| 30D | +21.0% | +15.6% | +5.3% | +17.1% |
| 3M | -0.5% | -0.8% | +0.3% | -0.5% |
| 6M | +6.6% | +0.4% | +6.2% | +5.8% |
| YTD | -2.8% | -14.1% | +11.4% | -0.5% |
| 1Y | -8.1% | -29.6% | +21.6% | -1.6% |
| 3Y | -25.6% | -23.1% | -2.5% | -22.6% |
| All | -30.8% | -9.3% | -21.5% | -33.0% |
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