-28.3%
MOS vs XHB
+26.1%
-54.4%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.5% | +1.0% |
| 7D | +9.5% | -1.3% | +10.8% | +10.0% |
| 30D | +10.4% | -6.9% | +17.3% | +13.4% |
| 3M | +12.9% | -1.3% | +14.1% | +12.9% |
| 6M | +1.2% | -6.8% | +8.0% | +3.3% |
| YTD | +9.3% | +0.7% | +8.6% | +7.7% |
| 1Y | -18.0% | -11.2% | -6.7% | -14.9% |
| All | -28.3% | +26.1% | -54.4% | -38.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling