-32.2%
MOS vs LTH
+155.3%
-187.5%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.8% | +2.5% | +3.2% |
| 7D | +22.5% | +5.3% | +17.2% | +21.5% |
| 30D | +6.6% | +18.3% | -11.6% | +3.6% |
| 3M | -3.8% | +5.4% | -9.2% | -4.8% |
| 6M | -2.2% | +62.5% | -64.7% | -10.6% |
| YTD | -4.8% | +79.6% | -84.4% | -14.8% |
| 1Y | -11.7% | +88.1% | -99.8% | -21.7% |
| 3Y | -26.5% | +272.5% | -299.0% | -44.0% |
| 5Y | -32.2% | +146.1% | -178.3% | -49.1% |
| All | -32.2% | +155.3% | -187.5% | -49.1% |
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