+243.5%
MXL vs MOS
+11.1%
+232.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +2.6% | +3.4% | +5.0% |
| 7D | +15.5% | +7.1% | +8.4% | +12.6% |
| 30D | -11.3% | +15.0% | -26.4% | -16.4% |
| 3M | -16.1% | +24.1% | -40.2% | -23.7% |
| 6M | +323.0% | +2.7% | +320.3% | +306.0% |
| YTD | +281.5% | +12.2% | +269.3% | +250.5% |
| 1Y | +319.3% | -16.3% | +335.6% | +330.1% |
| 3Y | +189.4% | -23.3% | +212.7% | +196.1% |
| 5Y | +26.0% | -4.2% | +30.2% | +6.8% |
| 10Y | +243.5% | +12.6% | +230.9% | +111.6% |
| All | +243.5% | +11.1% | +232.4% | +111.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 MOS 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