+156.7%
MXL vs MOS
+6.2%
+150.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +1.8% | +11.9% | +13.0% |
| 7D | -8.8% | +19.7% | -28.5% | -16.1% |
| 30D | -41.9% | +21.5% | -63.4% | -46.9% |
| 3M | -25.4% | -0.4% | -25.0% | -27.3% |
| 6M | -44.0% | +4.5% | -48.5% | -46.9% |
| YTD | +220.8% | -2.9% | +223.7% | +204.6% |
| 1Y | +278.8% | -7.7% | +286.5% | +264.8% |
| 3Y | +249.4% | -25.6% | +275.1% | +254.7% |
| 5Y | -17.3% | -31.2% | +13.8% | -20.5% |
| 10Y | +156.7% | +2.8% | +153.9% | +69.6% |
| All | +156.7% | +6.2% | +150.6% | +69.6% |
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