+7.6%
MOS vs LII
+162.0%
-154.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.1% | +0.8% |
| 7D | +21.6% | -0.6% | +22.2% | +22.0% |
| 30D | +12.0% | -4.6% | +16.6% | +13.6% |
| 3M | -3.9% | -21.2% | +17.3% | +4.2% |
| 6M | -3.3% | -36.4% | +33.1% | +11.6% |
| YTD | -4.6% | -28.9% | +24.3% | +4.4% |
| 1Y | -7.0% | -29.5% | +22.6% | +2.0% |
| 3Y | -24.4% | -8.6% | -15.9% | -29.0% |
| 5Y | -32.1% | +20.2% | -52.3% | -45.5% |
| All | +7.6% | +162.0% | -154.3% | -33.2% |
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