-45.0%
MOS vs XYL
+394.7%
-439.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | +0.1% |
| 7D | +5.5% | -5.9% | +11.3% | +8.9% |
| 30D | +21.0% | -7.3% | +28.2% | +24.3% |
| 3M | -0.5% | -22.5% | +22.0% | +12.6% |
| 6M | +6.6% | -14.4% | +21.0% | +13.8% |
| YTD | -2.8% | -29.4% | +26.6% | +14.0% |
| 1Y | -8.1% | -35.6% | +27.5% | +13.5% |
| 3Y | -25.6% | +0.3% | -25.9% | -31.0% |
| 5Y | -29.8% | -22.3% | -7.4% | -26.7% |
| 10Y | +0.6% | +103.2% | -102.7% | -41.4% |
| All | -45.0% | +394.7% | -439.7% | -79.4% |
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