+1,890.4%
XEL vs MOS
+155.8%
+1,734.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.2% | -0.9% |
| 7D | -1.0% | +9.5% | -10.5% | -1.7% |
| 30D | -1.9% | +10.4% | -12.3% | -2.8% |
| 3M | -1.9% | +12.9% | -14.8% | -3.2% |
| 6M | -7.4% | +1.2% | -8.7% | -8.0% |
| YTD | +4.1% | +9.3% | -5.3% | +2.6% |
| 1Y | +8.0% | -18.0% | +26.0% | +9.0% |
| 3Y | +48.4% | -29.0% | +77.4% | +50.0% |
| 5Y | +27.2% | -9.6% | +36.8% | +23.8% |
| 10Y | +146.8% | +6.1% | +140.7% | +124.3% |
| All | +1,890.4% | +155.8% | +1,734.6% | +1,328.9% |
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