-9.6%
MOS vs XYL
-17.7%
+8.1%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.0% | +3.5% | +2.0% |
| 7D | +9.5% | -5.0% | +14.6% | +11.1% |
| 30D | +10.4% | -13.2% | +23.6% | +15.1% |
| 3M | +12.9% | -3.7% | +16.6% | +13.9% |
| 6M | +1.2% | -17.7% | +18.9% | +6.7% |
| YTD | +9.3% | -21.5% | +30.8% | +16.2% |
| 1Y | -18.0% | -24.5% | +6.5% | -11.8% |
| 3Y | -29.0% | +6.9% | -36.0% | -32.3% |
| All | -9.6% | -17.7% | +8.1% | -7.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling