+117.6%
MOS vs XHB
+173.9%
-56.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.5% | +0.8% |
| 7D | +9.5% | -1.3% | +10.8% | +10.3% |
| 30D | +10.4% | -6.9% | +17.3% | +15.0% |
| 3M | +12.9% | -1.3% | +14.1% | +12.9% |
| 6M | +1.2% | -6.8% | +8.0% | +4.1% |
| YTD | +9.3% | +0.7% | +8.6% | +6.9% |
| 1Y | -18.0% | -11.2% | -6.7% | -13.7% |
| 3Y | -29.0% | +25.3% | -54.4% | -41.8% |
| 5Y | -9.6% | +37.3% | -46.9% | -32.7% |
| 10Y | +6.1% | +211.5% | -205.5% | -52.1% |
| All | +117.6% | +173.9% | -56.3% | -31.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling