+8.2%
MOS vs LII
+168.6%
-160.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.2% | +0.3% | +1.0% |
| 7D | +9.5% | -0.7% | +10.3% | +9.7% |
| 30D | +10.4% | -12.6% | +23.0% | +15.6% |
| 3M | +12.9% | -24.4% | +37.3% | +22.8% |
| 6M | +1.2% | -28.7% | +29.9% | +11.7% |
| YTD | +9.3% | -19.1% | +28.5% | +14.5% |
| 1Y | -18.0% | -29.7% | +11.7% | -9.8% |
| 3Y | -29.0% | +4.8% | -33.8% | -36.6% |
| 5Y | -9.6% | +24.6% | -34.1% | -26.9% |
| All | +8.2% | +168.6% | -160.4% | -35.4% |
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