+145.9%
MOS vs LUMN
+156.1%
-10.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.7% | -1.2% |
| 7D | -1.7% | +2.5% | -4.2% | -2.2% |
| 30D | +12.4% | +10.3% | +2.1% | +10.1% |
| 3M | +20.5% | -18.3% | +38.7% | +24.1% |
| 6M | -12.0% | +4.4% | -16.3% | -14.3% |
| YTD | +7.4% | -10.7% | +18.1% | +5.8% |
| 1Y | -22.5% | +14.0% | -36.4% | -29.0% |
| 3Y | -25.5% | +406.6% | -432.1% | -63.6% |
| 5Y | -10.1% | -36.8% | +26.7% | -25.2% |
| 10Y | +12.7% | -56.2% | +68.9% | -5.5% |
| All | +145.9% | +156.1% | -10.2% | +48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 LUMN 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