+142.9%
XEL vs MOS
+8.6%
+134.3%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.2% | -0.9% |
| 7D | -1.0% | +9.5% | -10.5% | -1.5% |
| 30D | -1.9% | +10.4% | -12.3% | -2.5% |
| 3M | -1.9% | +12.9% | -14.8% | -2.7% |
| 6M | -7.4% | +1.2% | -8.7% | -7.8% |
| YTD | +4.1% | +9.3% | -5.3% | +3.1% |
| 1Y | +8.0% | -18.0% | +26.0% | +8.7% |
| 3Y | +48.4% | -29.0% | +77.4% | +49.4% |
| 5Y | +27.2% | -9.6% | +36.8% | +25.9% |
| All | +142.9% | +8.6% | +134.3% | +129.7% |
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