-46.0%
MOS vs XYL
+408.9%
-454.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.4% | +1.3% |
| 7D | +21.6% | +5.9% | +15.7% | +18.2% |
| 30D | +12.0% | -3.9% | +15.9% | +12.8% |
| 3M | -3.9% | -18.7% | +14.8% | +6.0% |
| 6M | -3.3% | -16.9% | +13.6% | +5.0% |
| YTD | -4.6% | -27.4% | +22.7% | +10.2% |
| 1Y | -7.0% | -34.0% | +27.0% | +13.4% |
| 3Y | -24.4% | +5.6% | -30.0% | -32.0% |
| 5Y | -32.1% | -20.6% | -11.6% | -29.9% |
| 10Y | +10.3% | +133.4% | -123.1% | -40.1% |
| All | -46.0% | +408.9% | -454.9% | -80.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling