+7.6%
MOS vs XHB
+252.6%
-245.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +1.1% |
| 7D | +21.6% | +1.3% | +20.3% | +20.9% |
| 30D | +12.0% | +7.8% | +4.2% | +6.6% |
| 3M | -3.9% | -5.5% | +1.6% | -0.6% |
| 6M | -3.3% | -2.6% | -0.7% | -2.6% |
| YTD | -4.6% | +0.4% | -5.0% | -7.0% |
| 1Y | -7.0% | -1.0% | -6.0% | -8.6% |
| 3Y | -24.4% | +37.3% | -61.7% | -44.7% |
| 5Y | -32.1% | +33.7% | -65.8% | -51.5% |
| All | +7.6% | +252.6% | -245.0% | -67.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 10y: compounded portfolio wealth divided by compounded XHB 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…
10y analysis · Full analysis span regression · 6 months rolling