+1,332.5%
OXY vs MOS
+155.8%
+1,176.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.4% | -2.4% | -1.4% |
| 7D | +1.6% | +9.5% | -7.9% | -1.6% |
| 30D | +11.6% | +10.4% | +1.2% | +7.5% |
| 3M | +2.8% | +12.9% | -10.1% | -2.7% |
| 6M | +13.0% | +1.2% | +11.8% | +9.5% |
| YTD | +47.4% | +9.3% | +38.1% | +38.8% |
| 1Y | +31.5% | -18.0% | +49.5% | +36.1% |
| 3Y | -1.9% | -29.0% | +27.1% | +3.8% |
| 5Y | +148.0% | -9.6% | +157.5% | +136.6% |
| 10Y | +2.3% | +6.1% | -3.8% | -9.4% |
| All | +1,332.5% | +155.8% | +1,176.7% | +930.9% |
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