+118.3%
MOS vs LEN
+11,263.3%
-11,145.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.1% | +3.2% | +0.9% |
| 7D | +21.6% | +2.1% | +19.5% | +21.2% |
| 30D | +12.0% | +16.6% | -4.6% | +7.7% |
| 3M | -3.9% | +5.3% | -9.2% | -5.5% |
| 6M | -3.3% | -0.8% | -2.6% | -3.9% |
| YTD | -4.6% | -11.7% | +7.1% | -2.9% |
| 1Y | -7.0% | -24.6% | +17.6% | -1.7% |
| 3Y | -24.4% | -18.7% | -5.8% | -23.1% |
| 5Y | -32.1% | -4.4% | -27.7% | -35.5% |
| 10Y | +10.3% | +152.2% | -141.9% | -20.3% |
| All | +118.3% | +11,263.3% | -11,145.0% | -16.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling