+7.5%
MOS vs LII
+167.2%
-159.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.8% | +6.1% | +4.3% |
| 7D | +22.5% | +0.2% | +22.3% | +22.6% |
| 30D | +6.6% | -4.6% | +11.2% | +8.2% |
| 3M | -3.8% | -21.7% | +17.8% | +4.5% |
| 6M | -2.2% | -32.8% | +30.6% | +10.6% |
| YTD | -4.8% | -27.5% | +22.7% | +3.5% |
| 1Y | -11.7% | -28.0% | +16.3% | -3.9% |
| 3Y | -26.5% | -7.2% | -19.3% | -31.3% |
| 5Y | -32.2% | +22.6% | -54.8% | -46.0% |
| All | +7.5% | +167.2% | -159.7% | -33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 10y: compounded portfolio wealth divided by compounded LII 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…
10y analysis · Full analysis span regression · 6 months rolling