+2.0%
OXY vs MOS
+11.1%
-9.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.6% | -1.6% | -0.3% |
| 7D | -0.5% | +7.1% | -7.6% | -4.0% |
| 30D | +8.5% | +15.0% | -6.6% | +0.5% |
| 3M | +6.0% | +24.1% | -18.1% | -7.3% |
| 6M | +13.0% | +2.7% | +10.3% | +6.4% |
| YTD | +48.9% | +12.2% | +36.7% | +33.2% |
| 1Y | +36.4% | -16.3% | +52.7% | +41.6% |
| 3Y | -2.3% | -23.3% | +21.0% | +0.6% |
| 5Y | +160.6% | -4.2% | +164.8% | +115.3% |
| 10Y | +2.0% | +12.6% | -10.6% | -28.8% |
| All | +2.0% | +11.1% | -9.1% | -28.8% |
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