-31.2%
MOS vs LTH
+142.3%
-173.5%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +1.9% |
| 7D | +19.7% | +7.0% | +12.6% | +18.4% |
| 30D | +21.5% | +15.4% | +6.1% | +18.6% |
| 3M | -0.4% | +7.0% | -7.5% | -1.7% |
| 6M | +4.5% | +46.9% | -42.3% | -2.6% |
| YTD | -2.9% | +76.4% | -79.3% | -12.8% |
| 1Y | -7.7% | +83.7% | -91.5% | -17.8% |
| 3Y | -25.6% | +248.9% | -274.5% | -42.6% |
| 5Y | -31.2% | +141.8% | -173.0% | -48.2% |
| All | -31.2% | +142.3% | -173.5% | -48.2% |
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