-1.6%
MOS vs XYL
+113.6%
-115.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.4% | +3.4% | +2.3% |
| 7D | +24.8% | +0.6% | +24.2% | +24.7% |
| 30D | +22.7% | -5.7% | +28.4% | +24.9% |
| 3M | -1.2% | -19.8% | +18.6% | +9.9% |
| 6M | +5.5% | -14.2% | +19.7% | +12.6% |
| YTD | -2.0% | -28.1% | +26.1% | +14.2% |
| 1Y | -7.9% | -35.0% | +27.1% | +13.6% |
| 3Y | -25.0% | +2.1% | -27.1% | -32.0% |
| 5Y | -27.7% | -22.1% | -5.6% | -23.7% |
| 10Y | -1.6% | +107.0% | -108.5% | -44.2% |
| All | -1.6% | +113.6% | -115.2% | -44.2% |
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