+29.0%
XLB vs MOS
-32.4%
+61.4%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.9% | -0.8% |
| 7D | -1.5% | +21.6% | -23.1% | -6.0% |
| 30D | +6.1% | +12.0% | -5.9% | +2.9% |
| 3M | 0.0% | -3.9% | +3.9% | +0.3% |
| 6M | 0.0% | -3.3% | +3.3% | -0.4% |
| YTD | +16.0% | -4.6% | +20.7% | +14.9% |
| 1Y | +24.7% | -7.0% | +31.7% | +24.0% |
| 3Y | +40.4% | -24.4% | +64.8% | +42.4% |
| All | +29.0% | -32.4% | +61.4% | +27.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling