+183.5%
MXL vs MOS
+0.4%
+183.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | -0.8% | +12.2% | +11.7% |
| 7D | +5.5% | +5.5% | 0.0% | +3.1% |
| 30D | -32.6% | +21.0% | -53.6% | -38.4% |
| 3M | -13.1% | -0.5% | -12.7% | -15.3% |
| 6M | -41.4% | +6.6% | -48.0% | -44.8% |
| YTD | +243.9% | -2.8% | +246.7% | +226.1% |
| 1Y | +305.1% | -8.1% | +313.1% | +290.4% |
| 3Y | +260.1% | -25.6% | +285.7% | +265.2% |
| 5Y | -12.1% | -29.8% | +17.7% | -16.4% |
| All | +183.5% | +0.4% | +183.0% | +80.9% |
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