+127.5%
XLC vs MOS
-9.6%
+137.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | +4.9% | +21.6% | -16.7% | +1.5% |
| 30D | -5.8% | +12.0% | -17.8% | -7.8% |
| 3M | -5.4% | -3.9% | -1.6% | -5.3% |
| 6M | -10.2% | -3.3% | -6.9% | -10.5% |
| YTD | -10.2% | -4.6% | -5.5% | -11.1% |
| 1Y | -5.6% | -7.0% | +1.4% | -6.4% |
| 3Y | +61.0% | -24.4% | +85.4% | +61.9% |
| 5Y | +35.2% | -32.1% | +67.4% | +33.8% |
| All | +127.5% | -9.6% | +137.2% | +99.1% |
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