+104.4%
MOS vs LII
+3,124.4%
-3,020.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +15.5% |
| 3M | +12.9% | -24.4% | +37.3% | +22.7% |
| 6M | +1.2% | -28.7% | +29.9% | +11.4% |
| YTD | +9.3% | -19.1% | +28.5% | +14.7% |
| 1Y | -18.0% | -29.7% | +11.7% | -10.0% |
| 3Y | -29.0% | +4.8% | -33.8% | -34.6% |
| 5Y | -9.6% | +24.6% | -34.1% | -24.5% |
| 10Y | +6.1% | +169.2% | -163.1% | -34.0% |
| All | +104.4% | +3,124.4% | -3,020.0% | -46.0% |
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