-34.4%
MOS vs LTH
+137.1%
-171.5%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.4% | +0.4% |
| 7D | -2.0% | -1.3% | -0.7% | -1.7% |
| 30D | +15.3% | +15.7% | -0.4% | +12.5% |
| 3M | +1.5% | +5.0% | -3.5% | +0.6% |
| 6M | -2.0% | +37.7% | -39.6% | -7.6% |
| YTD | -6.5% | +75.0% | -81.5% | -16.0% |
| 1Y | -11.1% | +82.6% | -93.7% | -20.7% |
| 3Y | -30.3% | +241.3% | -271.6% | -46.0% |
| All | -34.4% | +137.1% | -171.5% | -50.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling