-15.6%
MOS vs LTH
+84.0%
-99.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.4% | +6.3% | +11.0% | +16.3% |
| 7D | +17.9% | +9.9% | +8.1% | +16.4% |
| 30D | +1.6% | +18.3% | -16.7% | -0.6% |
| 3M | -4.0% | +5.9% | -9.9% | -4.8% |
| 6M | -4.1% | +80.3% | -84.4% | -12.7% |
| YTD | -7.8% | +78.3% | -86.1% | -16.0% |
| 1Y | -15.6% | +81.0% | -96.6% | -23.8% |
| All | -15.6% | +84.0% | -99.6% | -23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 1y: compounded portfolio wealth divided by compounded LTH 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…
1y analysis · Full analysis span regression · 6 months rolling