+164.2%
XLB vs MOS
-3.5%
+167.6%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.4% |
| 7D | +0.5% | -2.0% | +2.5% | +1.1% |
| 30D | +5.2% | +15.3% | -10.2% | +0.6% |
| 3M | +0.3% | +1.5% | -1.2% | -1.0% |
| 6M | +1.2% | -2.0% | +3.1% | +0.3% |
| YTD | +16.6% | -6.5% | +23.2% | +15.8% |
| 1Y | +21.4% | -11.1% | +32.5% | +21.9% |
| 3Y | +43.2% | -30.3% | +73.5% | +49.3% |
| 5Y | +28.0% | -33.5% | +61.6% | +27.7% |
| All | +164.2% | -3.5% | +167.6% | +109.8% |
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