-30.8%
MOS vs XHB
+32.7%
-63.5%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.8% | -0.8% |
| 7D | +5.5% | -4.1% | +9.6% | +7.2% |
| 30D | +21.0% | +9.6% | +11.3% | +16.5% |
| 3M | -0.5% | -6.0% | +5.5% | +2.0% |
| 6M | +6.6% | +2.2% | +4.4% | +5.1% |
| YTD | -2.8% | +1.1% | -3.9% | -4.2% |
| 1Y | -8.1% | -1.7% | -6.3% | -8.4% |
| 3Y | -25.6% | +36.5% | -62.1% | -36.5% |
| All | -30.8% | +32.7% | -63.5% | -41.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling