+169.1%
XLB vs MOS
+8.6%
+160.5%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.9% | -0.8% |
| 7D | -1.5% | +21.6% | -23.1% | -6.9% |
| 30D | +6.1% | +12.0% | -5.9% | +2.3% |
| 3M | 0.0% | -3.9% | +3.9% | +0.2% |
| 6M | 0.0% | -3.3% | +3.3% | -0.6% |
| YTD | +16.0% | -4.6% | +20.7% | +14.6% |
| 1Y | +24.7% | -7.0% | +31.7% | +23.7% |
| 3Y | +40.4% | -24.4% | +64.8% | +43.0% |
| 5Y | +30.7% | -32.1% | +62.8% | +29.6% |
| All | +169.1% | +8.6% | +160.5% | +109.3% |
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 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