+162.1%
MXL vs MOS
-29.5%
+191.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.4% | +4.1% | +5.2% |
| 7D | +1.6% | +9.5% | -7.9% | -0.5% |
| 30D | -7.0% | +10.4% | -17.4% | -9.2% |
| 3M | -33.4% | +12.9% | -46.3% | -35.7% |
| 6M | +260.2% | +1.2% | +258.9% | +251.8% |
| YTD | +260.0% | +9.3% | +250.6% | +240.1% |
| 1Y | +303.5% | -18.0% | +321.4% | +320.6% |
| All | +162.1% | -29.5% | +191.5% | +168.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling