+163.0%
MXL vs MOS
-48.3%
+211.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +0.1% | +10.9% | +10.9% |
| 7D | -27.1% | +21.6% | -48.7% | -33.3% |
| 30D | -54.2% | +12.0% | -66.2% | -56.8% |
| 3M | -29.9% | -3.9% | -26.1% | -30.9% |
| 6M | -39.5% | -3.3% | -36.1% | -41.0% |
| YTD | +182.2% | -4.6% | +186.8% | +170.2% |
| 1Y | +231.8% | -7.0% | +238.8% | +218.8% |
| 3Y | +195.9% | -24.4% | +220.3% | +197.9% |
| 5Y | -27.3% | -32.1% | +4.8% | -28.6% |
| 10Y | +159.9% | +10.3% | +149.6% | +77.8% |
| All | +163.0% | -48.3% | +211.3% | +121.5% |
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 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