-32.8%
MOS vs XYL
-21.3%
-11.5%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.4% | +0.8% |
| 7D | +21.6% | +5.9% | +15.7% | +19.9% |
| 30D | +12.0% | -3.9% | +15.9% | +12.2% |
| 3M | -3.9% | -18.7% | +14.8% | +1.3% |
| 6M | -3.3% | -16.9% | +13.6% | +1.1% |
| YTD | -4.6% | -27.4% | +22.7% | +3.0% |
| 1Y | -7.0% | -34.0% | +27.0% | +3.7% |
| 3Y | -24.4% | +5.6% | -30.0% | -28.5% |
| All | -32.8% | -21.3% | -11.5% | -22.3% |
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