+7.6%
MOS vs LSCC
+1,244.7%
-1,237.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +7.1% | -7.0% | -1.5% |
| 7D | +21.6% | +13.0% | +8.6% | +17.6% |
| 30D | +12.0% | -19.8% | +31.8% | +16.9% |
| 3M | -3.9% | -18.4% | +14.5% | -0.7% |
| 6M | -3.3% | -16.1% | +12.8% | -2.6% |
| YTD | -4.6% | +42.7% | -47.4% | -17.2% |
| 1Y | -7.0% | +68.0% | -75.0% | -22.8% |
| 3Y | -24.4% | +85.8% | -110.3% | -43.7% |
| 5Y | -32.1% | +28.0% | -60.2% | -47.5% |
| All | +7.6% | +1,244.7% | -1,237.0% | -59.4% |
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