+17.0%
MXL vs MOS
-8.7%
+25.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.4% | +4.1% | +5.1% |
| 7D | +1.6% | +9.5% | -7.9% | -1.0% |
| 30D | -7.0% | +10.4% | -17.4% | -9.9% |
| 3M | -33.4% | +12.9% | -46.3% | -36.2% |
| 6M | +260.2% | +1.2% | +258.9% | +250.8% |
| YTD | +260.0% | +9.3% | +250.6% | +239.5% |
| 1Y | +303.5% | -18.0% | +321.4% | +317.2% |
| 3Y | +160.4% | -29.0% | +189.5% | +171.9% |
| All | +17.0% | -8.7% | +25.7% | +0.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling