+9.5%
OXY vs MOS
+6.2%
+3.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.8% | -2.9% | -2.0% |
| 7D | -8.2% | +19.7% | -27.8% | -17.5% |
| 30D | -7.2% | +21.5% | -28.7% | -17.7% |
| 3M | +0.2% | -0.4% | +0.6% | -2.3% |
| 6M | +6.1% | +4.5% | +1.6% | -1.6% |
| YTD | +37.5% | -2.9% | +40.4% | +29.5% |
| 1Y | +37.7% | -7.7% | +45.4% | +32.6% |
| 3Y | -2.8% | -25.6% | +22.9% | -0.8% |
| 5Y | +77.6% | -31.2% | +108.8% | +73.4% |
| 10Y | +9.5% | +2.8% | +6.6% | -26.3% |
| All | +9.5% | +6.2% | +3.3% | -26.3% |
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