-24.5%
MOS vs LTH
+273.3%
-297.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.8% | +2.5% | +3.2% |
| 7D | +22.5% | +5.3% | +17.2% | +21.6% |
| 30D | +6.6% | +18.3% | -11.6% | +4.2% |
| 3M | -3.8% | +5.4% | -9.2% | -4.6% |
| 6M | -2.2% | +62.5% | -64.7% | -9.1% |
| YTD | -4.8% | +79.6% | -84.4% | -13.1% |
| 1Y | -11.7% | +88.1% | -99.8% | -20.0% |
| All | -24.5% | +273.3% | -297.9% | -38.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling