+1,251.3%
OXY vs MOS
+123.1%
+1,128.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -11.9% | +21.6% | -33.5% | -18.6% |
| 30D | -3.1% | +12.0% | -15.1% | -8.2% |
| 3M | +1.1% | -3.9% | +5.0% | +0.6% |
| 6M | +3.2% | -3.3% | +6.5% | +1.1% |
| YTD | +39.0% | -4.6% | +43.7% | +35.2% |
| 1Y | +42.7% | -7.0% | +49.7% | +39.6% |
| 3Y | -3.5% | -24.4% | +20.9% | -1.5% |
| 5Y | +81.3% | -32.1% | +113.5% | +88.1% |
| 10Y | +11.2% | +10.3% | +0.9% | -3.0% |
| All | +1,251.3% | +123.1% | +1,128.2% | +903.9% |
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