+55.0%
XEL vs MOS
-28.2%
+83.1%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | +0.1% |
| 7D | +2.4% | -2.0% | +4.4% | +2.6% |
| 30D | +8.3% | +15.3% | -7.0% | +7.0% |
| 3M | +4.2% | +1.5% | +2.7% | +3.8% |
| 6M | +3.7% | -2.0% | +5.7% | +3.4% |
| YTD | +13.1% | -6.5% | +19.6% | +12.4% |
| 1Y | +5.0% | -11.1% | +16.1% | +4.8% |
| 3Y | +55.0% | -30.3% | +85.2% | +59.5% |
| All | +55.0% | -28.2% | +83.1% | +59.5% |
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