+2,011.1%
XEL vs MOS
+123.1%
+1,888.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | -0.2% | +21.6% | -21.8% | -1.9% |
| 30D | +10.0% | +12.0% | -2.0% | +8.8% |
| 3M | +4.3% | -3.9% | +8.2% | +4.4% |
| 6M | +0.5% | -3.3% | +3.8% | +0.2% |
| YTD | +10.4% | -4.6% | +15.0% | +9.9% |
| 1Y | +2.0% | -7.0% | +9.0% | +1.7% |
| 3Y | +45.6% | -24.4% | +70.0% | +46.2% |
| 5Y | +46.6% | -32.1% | +78.8% | +46.2% |
| 10Y | +168.3% | +10.3% | +158.0% | +142.3% |
| All | +2,011.1% | +123.1% | +1,888.0% | +1,430.1% |
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