-6.3%
MOS vs XYL
+100.4%
-106.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.6% | +0.6% |
| 7D | -2.0% | -3.7% | +1.8% | +0.1% |
| 30D | +15.3% | -8.3% | +23.6% | +19.2% |
| 3M | +1.5% | -21.4% | +22.9% | +14.2% |
| 6M | -2.0% | -12.9% | +11.0% | +3.7% |
| YTD | -6.5% | -30.1% | +23.5% | +10.5% |
| 1Y | -11.1% | -35.2% | +24.1% | +9.8% |
| 3Y | -30.3% | -0.8% | -29.5% | -35.8% |
| 5Y | -33.5% | -23.2% | -10.3% | -29.5% |
| All | -6.3% | +100.4% | -106.7% | -45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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