+72.4%
MOS vs LII
+2,874.9%
-2,802.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.4% | +3.6% | +13.8% | +16.1% |
| 7D | +17.9% | +7.9% | +10.0% | +15.0% |
| 30D | +1.6% | -0.6% | +2.2% | +1.6% |
| 3M | -4.0% | -19.3% | +15.4% | +3.1% |
| 6M | -4.1% | -29.8% | +25.7% | +6.6% |
| YTD | -7.8% | -25.4% | +17.6% | -0.6% |
| 1Y | -15.6% | -26.2% | +10.6% | -8.7% |
| 3Y | -28.9% | -4.5% | -24.3% | -32.2% |
| 5Y | -36.8% | +26.7% | -63.5% | -47.6% |
| 10Y | +6.7% | +179.5% | -172.8% | -34.5% |
| All | +72.4% | +2,874.9% | -2,802.6% | -53.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling