+118.0%
MOS vs LSCC
+9,126.4%
-9,008.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -8.6% | +11.9% | +4.8% |
| 7D | +22.5% | -4.8% | +27.3% | +23.1% |
| 30D | +6.6% | -27.1% | +33.7% | +12.0% |
| 3M | -3.8% | -23.6% | +19.8% | -0.3% |
| 6M | -2.2% | -19.8% | +17.6% | -0.6% |
| YTD | -4.8% | +33.2% | -38.0% | -12.4% |
| 1Y | -11.7% | +55.2% | -66.9% | -21.1% |
| 3Y | -26.5% | +70.1% | -96.6% | -38.4% |
| 5Y | -32.2% | +19.5% | -51.7% | -41.7% |
| 10Y | +10.2% | +1,164.9% | -1,154.7% | -39.0% |
| All | +118.0% | +9,126.4% | -9,008.4% | -22.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling