-26.5%
MOS vs LTH
+160.9%
-187.4%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.4% |
| 7D | +9.5% | -0.6% | +10.2% | +9.6% |
| 30D | +10.4% | -4.6% | +15.0% | +11.2% |
| 3M | +12.9% | +32.8% | -19.9% | +7.4% |
| 6M | +1.2% | +64.6% | -63.4% | -7.5% |
| YTD | +9.3% | +62.6% | -53.3% | 0.0% |
| 1Y | -18.0% | +49.9% | -67.9% | -24.1% |
| 3Y | -29.0% | +151.3% | -180.4% | -41.5% |
| All | -26.5% | +160.9% | -187.4% | -42.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling