+126.6%
XLC vs MOS
-9.7%
+136.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.3% | -3.9% | -1.1% |
| 7D | +3.1% | +22.5% | -19.4% | -0.4% |
| 30D | -6.5% | +6.6% | -13.2% | -7.8% |
| 3M | -5.6% | -3.8% | -1.8% | -5.5% |
| 6M | -9.2% | -2.2% | -7.0% | -9.8% |
| YTD | -10.6% | -4.8% | -5.8% | -11.5% |
| 1Y | -6.9% | -11.7% | +4.8% | -6.8% |
| 3Y | +59.9% | -26.5% | +86.4% | +61.6% |
| 5Y | +34.7% | -32.2% | +66.9% | +33.3% |
| All | +126.6% | -9.7% | +136.3% | +98.3% |
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 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