+133.6%
XLC vs MOS
-12.0%
+145.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.6% | +3.6% | -0.2% |
| 7D | +3.1% | -2.6% | +5.6% | +3.5% |
| 30D | -4.2% | +13.5% | -17.7% | -6.4% |
| 3M | -2.1% | -2.9% | +0.8% | -2.2% |
| 6M | -6.6% | -1.0% | -5.6% | -7.3% |
| YTD | -7.8% | -7.2% | -0.6% | -8.4% |
| 1Y | -4.1% | -11.4% | +7.3% | -4.1% |
| 3Y | +62.6% | -29.0% | +91.6% | +65.3% |
| 5Y | +39.6% | -34.0% | +73.6% | +38.8% |
| All | +133.6% | -12.0% | +145.6% | +105.3% |
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