+60.3%
XLC vs MOS
-26.7%
+87.0%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.3% | -3.9% | -0.9% |
| 7D | +3.1% | +22.5% | -19.4% | +1.0% |
| 30D | -6.5% | +6.6% | -13.2% | -7.3% |
| 3M | -5.6% | -3.8% | -1.8% | -5.6% |
| 6M | -9.2% | -2.2% | -7.0% | -9.6% |
| YTD | -10.6% | -4.8% | -5.8% | -11.3% |
| 1Y | -6.9% | -11.7% | +4.8% | -6.9% |
| All | +60.3% | -26.7% | +87.0% | +58.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling