+150.2%
MOS vs LEN
+10,533.4%
-10,383.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +1.7% |
| 7D | +9.5% | -3.2% | +12.7% | +10.4% |
| 30D | +10.4% | -4.9% | +15.3% | +11.6% |
| 3M | +12.9% | -8.5% | +21.4% | +14.9% |
| 6M | +1.2% | -20.7% | +21.9% | +6.4% |
| YTD | +9.3% | -17.4% | +26.7% | +13.4% |
| 1Y | -18.0% | -38.2% | +20.3% | -8.8% |
| 3Y | -29.0% | -24.9% | -4.2% | -26.3% |
| 5Y | -9.6% | -11.4% | +1.9% | -12.2% |
| 10Y | +6.1% | +110.0% | -104.0% | -19.8% |
| All | +150.2% | +10,533.4% | -10,383.2% | -2.3% |
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 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