+141.4%
MOS vs LH
+1,382.1%
-1,240.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.4% | +2.8% | +1.7% |
| 7D | +9.5% | -2.5% | +12.0% | +10.0% |
| 30D | +10.4% | +4.3% | +6.1% | +9.6% |
| 3M | +12.9% | +25.5% | -12.6% | +8.4% |
| 6M | +1.2% | +17.0% | -15.7% | -1.6% |
| YTD | +9.3% | +31.3% | -22.0% | +4.2% |
| 1Y | -18.0% | +20.0% | -37.9% | -20.7% |
| 3Y | -29.0% | +63.9% | -92.9% | -35.1% |
| 5Y | -9.6% | +30.9% | -40.4% | -14.7% |
| 10Y | +6.1% | +191.4% | -185.3% | -11.6% |
| All | +141.4% | +1,382.1% | -1,240.6% | +67.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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