+16.9%
XLB vs MOS
-17.5%
+34.4%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.8% | -0.6% |
| 7D | -1.4% | +9.5% | -10.9% | -3.1% |
| 30D | -0.4% | +10.4% | -10.8% | -2.4% |
| 3M | +2.0% | +12.9% | -10.9% | -0.9% |
| 6M | +1.8% | +1.2% | +0.6% | 0.0% |
| YTD | +16.6% | +9.3% | +7.3% | +13.1% |
| 1Y | +16.9% | -18.0% | +34.9% | +18.3% |
| All | +16.9% | -17.5% | +34.4% | +18.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling