-24.5%
MOS vs LII
-6.9%
-17.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.8% | +6.1% | +4.0% |
| 7D | +22.5% | +0.2% | +22.3% | +22.5% |
| 30D | +6.6% | -4.6% | +11.2% | +7.7% |
| 3M | -3.8% | -21.7% | +17.8% | +1.5% |
| 6M | -2.2% | -32.8% | +30.6% | +6.0% |
| YTD | -4.8% | -27.5% | +22.7% | +0.4% |
| 1Y | -11.7% | -28.0% | +16.3% | -6.8% |
| All | -24.5% | -6.9% | -17.6% | -25.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling