-35.9%
MOS vs LTH
+184.4%
-220.2%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.5% | +0.4% |
| 7D | +21.6% | +4.5% | +17.1% | +20.8% |
| 30D | +12.0% | +16.3% | -4.4% | +9.3% |
| 3M | -3.9% | +8.4% | -12.3% | -5.3% |
| 6M | -3.3% | +40.3% | -43.6% | -8.9% |
| YTD | -4.6% | +77.3% | -81.9% | -14.0% |
| 1Y | -7.0% | +88.0% | -94.9% | -17.0% |
| 3Y | -24.4% | +274.3% | -298.7% | -41.6% |
| 5Y | -32.1% | +142.9% | -175.0% | -48.9% |
| All | -35.9% | +184.4% | -220.2% | -50.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling