+8.2%
MOS vs LSCC
+1,772.4%
-1,764.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.0% | -0.6% | +0.9% |
| 7D | +9.5% | +1.3% | +8.2% | +9.2% |
| 30D | +10.4% | -9.7% | +20.1% | +12.8% |
| 3M | +12.9% | -23.7% | +36.6% | +18.5% |
| 6M | +1.2% | +26.5% | -25.2% | -7.1% |
| YTD | +9.3% | +57.5% | -48.2% | -5.7% |
| 1Y | -18.0% | +75.7% | -93.7% | -31.7% |
| 3Y | -29.0% | +19.5% | -48.5% | -38.9% |
| 5Y | -9.6% | +83.8% | -93.3% | -35.9% |
| All | +8.2% | +1,772.4% | -1,764.2% | -59.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 LSCC 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