+235.5%
MXL vs MOS
-40.7%
+276.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.4% | +4.1% | +5.0% |
| 7D | +1.6% | +9.5% | -7.9% | -1.7% |
| 30D | -7.0% | +10.4% | -17.4% | -10.8% |
| 3M | -33.4% | +12.9% | -46.3% | -36.9% |
| 6M | +260.2% | +1.2% | +258.9% | +248.1% |
| YTD | +260.0% | +9.3% | +250.6% | +235.7% |
| 1Y | +303.5% | -18.0% | +321.4% | +315.8% |
| 3Y | +160.4% | -29.0% | +189.5% | +174.2% |
| 5Y | +14.7% | -9.6% | +24.3% | +2.6% |
| 10Y | +215.6% | +6.1% | +209.5% | +121.8% |
| All | +235.5% | -40.7% | +276.2% | +175.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling