+820.5%
XLB vs MOS
+88.2%
+732.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.8% | -0.8% |
| 7D | -1.4% | +9.5% | -10.9% | -4.1% |
| 30D | -0.4% | +10.4% | -10.8% | -3.5% |
| 3M | +2.0% | +12.9% | -10.9% | -2.4% |
| 6M | +1.8% | +1.2% | +0.6% | -0.3% |
| YTD | +16.6% | +9.3% | +7.3% | +11.2% |
| 1Y | +16.9% | -18.0% | +34.9% | +20.8% |
| 3Y | +32.6% | -29.0% | +61.6% | +38.6% |
| 5Y | +35.6% | -9.6% | +45.2% | +24.1% |
| 10Y | +160.0% | +6.1% | +154.0% | +99.4% |
| All | +820.5% | +88.2% | +732.4% | +355.5% |
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