-11.7%
MOS vs LII
-27.8%
+16.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.8% | +6.1% | +3.9% |
| 7D | +22.5% | +0.2% | +22.3% | +22.5% |
| 30D | +6.6% | -4.6% | +11.2% | +7.5% |
| 3M | -3.8% | -21.7% | +17.8% | +0.4% |
| 6M | -2.2% | -32.8% | +30.6% | +4.3% |
| YTD | -4.8% | -27.5% | +22.7% | -2.9% |
| 1Y | -11.7% | -28.0% | +16.3% | -9.9% |
| All | -11.7% | -27.8% | +16.1% | -9.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling