+24.7%
XLB vs MOS
-11.3%
+36.1%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.9% | -0.8% |
| 7D | -1.5% | +21.6% | -23.1% | -5.2% |
| 30D | +6.1% | +12.0% | -5.9% | +3.6% |
| 3M | 0.0% | -3.9% | +3.9% | +0.6% |
| 6M | 0.0% | -3.3% | +3.3% | -0.2% |
| YTD | +16.0% | -4.6% | +20.7% | +15.3% |
| 1Y | +24.7% | -7.0% | +31.7% | +24.0% |
| All | +24.7% | -11.3% | +36.1% | +24.0% |
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