-2.2%
MOS vs LEN
+9.1%
-11.3%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.7% | +3.9% | +3.5% |
| 7D | +22.5% | +7.2% | +15.3% | +20.5% |
| 30D | +6.6% | +19.1% | -12.4% | +3.3% |
| 3M | -3.8% | +4.9% | -8.7% | -4.9% |
| 6M | -2.2% | +7.6% | -9.8% | -6.3% |
| All | -2.2% | +9.1% | -11.3% | -6.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling