+64.9%
XLC vs MOS
-24.9%
+89.8%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.8% | +0.6% | +2.3% |
| 7D | +7.1% | +19.7% | -12.6% | +5.1% |
| 30D | -2.7% | +21.5% | -24.2% | -4.7% |
| 3M | -3.2% | -0.4% | -2.8% | -3.5% |
| 6M | -7.7% | +4.5% | -12.2% | -8.6% |
| YTD | -8.0% | -2.9% | -5.1% | -9.0% |
| 1Y | -3.1% | -7.7% | +4.7% | -3.6% |
| 3Y | +64.9% | -25.6% | +90.5% | +63.3% |
| All | +64.9% | -24.9% | +89.8% | +63.3% |
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 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