+822.8%
XLB vs MOS
+63.9%
+758.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +3.3% | -6.2% | -3.9% |
| 7D | -0.4% | +22.5% | -22.9% | -6.7% |
| 30D | +5.2% | +6.6% | -1.4% | +2.5% |
| 3M | -0.1% | -3.8% | +3.7% | 0.0% |
| 6M | +2.4% | -2.2% | +4.6% | +1.4% |
| YTD | +16.9% | -4.8% | +21.6% | +15.2% |
| 1Y | +25.0% | -11.7% | +36.7% | +25.7% |
| 3Y | +40.7% | -26.5% | +67.2% | +44.8% |
| 5Y | +31.6% | -32.2% | +63.8% | +31.1% |
| 10Y | +175.3% | +10.2% | +165.1% | +107.0% |
| All | +822.8% | +63.9% | +758.9% | +372.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling