+133.1%
XLC vs MOS
-8.0%
+141.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.8% | +0.6% | +2.2% |
| 7D | +7.1% | +19.7% | -12.6% | +3.9% |
| 30D | -2.7% | +21.5% | -24.2% | -5.9% |
| 3M | -3.2% | -0.4% | -2.8% | -3.6% |
| 6M | -7.7% | +4.5% | -12.2% | -9.2% |
| YTD | -8.0% | -2.9% | -5.1% | -9.2% |
| 1Y | -3.1% | -7.7% | +4.7% | -3.7% |
| 3Y | +64.9% | -25.6% | +90.5% | +66.4% |
| 5Y | +39.5% | -31.2% | +70.7% | +37.8% |
| All | +133.1% | -8.0% | +141.1% | +103.4% |
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