-3.5%
OXY vs MOS
-26.6%
+23.1%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -11.9% | +21.6% | -33.5% | -16.1% |
| 30D | -3.1% | +12.0% | -15.1% | -6.0% |
| 3M | +1.1% | -3.9% | +5.0% | +1.9% |
| 6M | +3.2% | -3.3% | +6.5% | +3.1% |
| YTD | +39.0% | -4.6% | +43.7% | +37.7% |
| 1Y | +42.7% | -7.0% | +49.7% | +42.2% |
| 3Y | -3.5% | -24.4% | +20.9% | -1.4% |
| All | -3.5% | -26.6% | +23.1% | -1.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling